Builders FirstSource Inc (BLDR)
175.91
+1.08
(+0.62%)
USD |
NYSE |
Nov 21, 16:00
176.30
+0.39
(+0.22%)
After-Hours: 20:00
Builders FirstSource Max Drawdown (5Y): 62.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.21% |
| September 30, 2024 | 62.21% |
| August 31, 2024 | 62.21% |
| July 31, 2024 | 62.21% |
| June 30, 2024 | 62.21% |
| May 31, 2024 | 62.21% |
| April 30, 2024 | 62.21% |
| March 31, 2024 | 62.21% |
| February 29, 2024 | 62.21% |
| January 31, 2024 | 62.21% |
| December 31, 2023 | 62.21% |
| November 30, 2023 | 62.21% |
| October 31, 2023 | 62.21% |
| September 30, 2023 | 62.21% |
| August 31, 2023 | 62.21% |
| July 31, 2023 | 62.21% |
| June 30, 2023 | 62.21% |
| May 31, 2023 | 62.21% |
| April 30, 2023 | 62.21% |
| March 31, 2023 | 62.21% |
| February 28, 2023 | 62.21% |
| January 31, 2023 | 62.21% |
| December 31, 2022 | 62.21% |
| November 30, 2022 | 62.21% |
| October 31, 2022 | 62.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.21% |
| August 31, 2022 | 62.21% |
| July 31, 2022 | 62.21% |
| June 30, 2022 | 62.21% |
| May 31, 2022 | 62.21% |
| April 30, 2022 | 62.21% |
| March 31, 2022 | 62.21% |
| February 28, 2022 | 62.21% |
| January 31, 2022 | 62.21% |
| December 31, 2021 | 62.21% |
| November 30, 2021 | 62.21% |
| October 31, 2021 | 62.21% |
| September 30, 2021 | 62.21% |
| August 31, 2021 | 62.21% |
| July 31, 2021 | 62.21% |
| June 30, 2021 | 62.21% |
| May 31, 2021 | 62.21% |
| April 30, 2021 | 62.21% |
| March 31, 2021 | 62.21% |
| February 28, 2021 | 62.21% |
| January 31, 2021 | 62.21% |
| December 31, 2020 | 62.21% |
| November 30, 2020 | 62.21% |
| October 31, 2020 | 62.21% |
| September 30, 2020 | 62.21% |
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
59.91%
Minimum
Nov 2019
62.21%
Maximum
Mar 2020
62.05%
Average
62.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Louisiana-Pacific Corp | 59.45% |
| AAON Inc | 42.39% |
| AGCO Corp | 54.07% |
| Powell Industries Inc | 68.84% |
| Limbach Holdings Inc | 84.10% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.75 |
| Beta (5Y) | 2.079 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.77% |
| Historical Sharpe Ratio (5Y) | 0.9373 |
| Historical Sortino (5Y) | 1.284 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.21% |