BlueLinx Holdings Inc (BXC)
100.59
-9.08
(-8.28%)
USD |
NYSE |
May 01, 16:00
100.00
-0.59
(-0.59%)
Pre-Market: 08:58
BlueLinx Holdings Max Drawdown (5Y): 91.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.71% |
March 31, 2024 | 91.71% |
February 29, 2024 | 91.71% |
January 31, 2024 | 91.71% |
December 31, 2023 | 91.71% |
November 30, 2023 | 91.71% |
October 31, 2023 | 91.71% |
September 30, 2023 | 91.71% |
August 31, 2023 | 91.71% |
July 31, 2023 | 91.71% |
June 30, 2023 | 91.71% |
May 31, 2023 | 91.71% |
April 30, 2023 | 91.71% |
March 31, 2023 | 91.71% |
February 28, 2023 | 91.71% |
January 31, 2023 | 91.71% |
December 31, 2022 | 91.71% |
November 30, 2022 | 91.71% |
October 31, 2022 | 91.71% |
September 30, 2022 | 91.71% |
August 31, 2022 | 91.71% |
July 31, 2022 | 91.71% |
June 30, 2022 | 91.71% |
May 31, 2022 | 91.71% |
April 30, 2022 | 91.71% |
Date | Value |
---|---|
March 31, 2022 | 91.71% |
February 28, 2022 | 91.71% |
January 31, 2022 | 91.71% |
December 31, 2021 | 91.71% |
November 30, 2021 | 91.71% |
October 31, 2021 | 91.71% |
September 30, 2021 | 91.71% |
August 31, 2021 | 91.71% |
July 31, 2021 | 91.71% |
June 30, 2021 | 91.71% |
May 31, 2021 | 91.71% |
April 30, 2021 | 91.71% |
March 31, 2021 | 91.71% |
February 28, 2021 | 91.71% |
January 31, 2021 | 91.71% |
December 31, 2020 | 91.71% |
November 30, 2020 | 91.71% |
October 31, 2020 | 91.71% |
September 30, 2020 | 91.71% |
August 31, 2020 | 91.71% |
July 31, 2020 | 91.71% |
June 30, 2020 | 91.71% |
May 31, 2020 | 91.71% |
April 30, 2020 | 91.71% |
March 31, 2020 | 90.22% |
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
90.22%
Minimum
May 2019
91.71%
Maximum
Apr 2020
91.44%
Average
91.71%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Applied Industrial Technologies Inc | 59.29% |
DXP Enterprises Inc | 77.28% |
Distribution Solutions Group Inc | 58.03% |
MSC Industrial Direct Co Inc | 48.19% |
Beacon Roofing Supply Inc | 81.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.704 |
Beta (5Y) | 1.965 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.81% |
Historical Sharpe Ratio (5Y) | 0.3518 |
Historical Sortino (5Y) | 0.5712 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.46% |