PC Connection Inc (CNXN)
72.74
+1.01
(+1.41%)
USD |
NASDAQ |
Nov 22, 16:00
72.64
-0.10
(-0.13%)
After-Hours: 20:00
PC Connection Max Drawdown (5Y): 41.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.74% |
| September 30, 2024 | 41.74% |
| August 31, 2024 | 41.74% |
| July 31, 2024 | 41.74% |
| June 30, 2024 | 41.74% |
| May 31, 2024 | 41.74% |
| April 30, 2024 | 41.74% |
| March 31, 2024 | 41.74% |
| February 29, 2024 | 41.74% |
| January 31, 2024 | 41.74% |
| December 31, 2023 | 41.74% |
| November 30, 2023 | 41.74% |
| October 31, 2023 | 41.74% |
| September 30, 2023 | 41.74% |
| August 31, 2023 | 41.74% |
| July 31, 2023 | 41.74% |
| June 30, 2023 | 41.74% |
| May 31, 2023 | 41.74% |
| April 30, 2023 | 41.74% |
| March 31, 2023 | 41.74% |
| February 28, 2023 | 41.74% |
| January 31, 2023 | 41.74% |
| December 31, 2022 | 41.74% |
| November 30, 2022 | 41.74% |
| October 31, 2022 | 41.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.74% |
| August 31, 2022 | 41.74% |
| July 31, 2022 | 41.74% |
| June 30, 2022 | 41.74% |
| May 31, 2022 | 41.74% |
| April 30, 2022 | 41.74% |
| March 31, 2022 | 41.74% |
| February 28, 2022 | 41.74% |
| January 31, 2022 | 41.74% |
| December 31, 2021 | 41.74% |
| November 30, 2021 | 41.74% |
| October 31, 2021 | 41.74% |
| September 30, 2021 | 41.74% |
| August 31, 2021 | 41.74% |
| July 31, 2021 | 41.74% |
| June 30, 2021 | 41.74% |
| May 31, 2021 | 41.74% |
| April 30, 2021 | 41.74% |
| March 31, 2021 | 41.74% |
| February 28, 2021 | 41.74% |
| January 31, 2021 | 41.74% |
| December 31, 2020 | 41.74% |
| November 30, 2020 | 41.74% |
| October 31, 2020 | 41.74% |
| September 30, 2020 | 41.74% |
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
34.60%
Minimum
Nov 2019
41.74%
Maximum
Mar 2020
41.26%
Average
41.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Insight Enterprises Inc | 55.10% |
| Tianci International Inc | 99.88% |
| Cricut Inc | -- |
| Information Services Group Inc | 69.81% |
| Vishay Precision Group Inc | 60.04% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.951 |
| Beta (5Y) | 0.6285 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.86% |
| Historical Sharpe Ratio (5Y) | 0.1394 |
| Historical Sortino (5Y) | 0.2379 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.81% |