ASGN Inc (ASGN)
81.16
+0.73 (+0.91%)
USD |
NYSE |
Mar 29, 16:00
81.16
0.00 (0.00%)
After-Hours: 20:00
ASGN Max Drawdown (5Y): 66.63% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 66.63% |
July 31, 2020 | 66.63% |
June 30, 2020 | 66.63% |
May 31, 2020 | 66.63% |
April 30, 2020 | 66.63% |
March 31, 2020 | 65.47% |
February 29, 2020 | 45.87% |
January 31, 2020 | 45.85% |
December 31, 2019 | 45.85% |
November 30, 2019 | 45.85% |
October 31, 2019 | 45.85% |
September 30, 2019 | 45.85% |
August 31, 2019 | 45.85% |
July 31, 2019 | 45.85% |
June 30, 2019 | 45.85% |
May 31, 2019 | 45.85% |
April 30, 2019 | 44.78% |
March 31, 2019 | 44.78% |
February 28, 2019 | 44.78% |
January 31, 2019 | 44.78% |
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
37.70%
Minimum
Mar 2018
66.63%
Maximum
Apr 2020
56.99%
Average
66.63%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
WidePoint Corp | 87.85% |
Intellinetics Inc | 96.76% |
CSP Inc | 70.02% |
Fiserv Inc | 37.85% |
Data Storage Corp | 95.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.36 |
Beta (5Y) | 1.647 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.58% |
Historical Sharpe Ratio (5Y) | 0.2371 |
Historical Sortino (5Y) | 0.3327 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.91% |