ASGN Inc (ASGN)
89.24
+4.74
(+5.61%)
USD |
NYSE |
Nov 22, 16:00
89.19
-0.05
(-0.06%)
After-Hours: 20:00
ASGN Max Drawdown (5Y): 66.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.63% |
| September 30, 2024 | 66.63% |
| August 31, 2024 | 66.63% |
| July 31, 2024 | 66.63% |
| June 30, 2024 | 66.63% |
| May 31, 2024 | 66.63% |
| April 30, 2024 | 66.63% |
| March 31, 2024 | 66.63% |
| February 29, 2024 | 66.63% |
| January 31, 2024 | 66.63% |
| December 31, 2023 | 66.63% |
| November 30, 2023 | 66.63% |
| October 31, 2023 | 66.63% |
| September 30, 2023 | 66.63% |
| August 31, 2023 | 66.63% |
| July 31, 2023 | 66.63% |
| June 30, 2023 | 66.63% |
| May 31, 2023 | 66.63% |
| April 30, 2023 | 66.63% |
| March 31, 2023 | 66.63% |
| February 28, 2023 | 66.63% |
| January 31, 2023 | 66.63% |
| December 31, 2022 | 66.63% |
| November 30, 2022 | 66.63% |
| October 31, 2022 | 66.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.63% |
| August 31, 2022 | 66.63% |
| July 31, 2022 | 66.63% |
| June 30, 2022 | 66.63% |
| May 31, 2022 | 66.63% |
| April 30, 2022 | 66.63% |
| March 31, 2022 | 66.63% |
| February 28, 2022 | 66.63% |
| January 31, 2022 | 66.63% |
| December 31, 2021 | 66.63% |
| November 30, 2021 | 66.63% |
| October 31, 2021 | 66.63% |
| September 30, 2021 | 66.63% |
| August 31, 2021 | 66.63% |
| July 31, 2021 | 66.63% |
| June 30, 2021 | 66.63% |
| May 31, 2021 | 66.63% |
| April 30, 2021 | 66.63% |
| March 31, 2021 | 66.63% |
| February 28, 2021 | 66.63% |
| January 31, 2021 | 66.63% |
| December 31, 2020 | 66.63% |
| November 30, 2020 | 66.63% |
| October 31, 2020 | 66.63% |
| September 30, 2020 | 66.63% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
45.85%
Minimum
Nov 2019
66.63%
Maximum
Apr 2020
65.23%
Average
66.63%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| CSP Inc | 70.02% |
| WidePoint Corp | 88.89% |
| Intellinetics Inc | 96.76% |
| Data Storage Corp | 95.10% |
| Signing Day Sports Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.72 |
| Beta (5Y) | 1.398 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.85% |
| Historical Sharpe Ratio (5Y) | 0.1273 |
| Historical Sortino (5Y) | 0.1812 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.79% |