Beacon Roofing Supply Inc (BECN)

101.59 +0.21 (+0.21%) USD  |  NASDAQ  |  Dec 20, 16:00
101.54 -0.05 (-0.05%) After-Hours: 20:00
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Beacon Roofing Supply Max Drawdown (5Y): 81.98% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Pool Corp 50.53%
TX Rail Products Inc 94.50%
Dnow Inc 82.69%
DXP Enterprises Inc 77.36%
Distribution Solutions Group Inc 58.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.013
Beta (5Y) 1.592
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.92%
Historical Sharpe Ratio (5Y) 0.6588
Historical Sortino (5Y) 0.8254
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.01%