Donnelley Financial Solutions Inc (DFIN)
61.49
+1.43
(+2.38%)
USD |
NYSE |
Nov 21, 16:00
61.50
0.00 (0.00%)
Pre-Market: 20:00
Donnelley Financial Solutions Max Drawdown (5Y): 85.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 85.79% |
September 30, 2024 | 85.79% |
August 31, 2024 | 85.79% |
July 31, 2024 | 85.79% |
June 30, 2024 | 85.79% |
May 31, 2024 | 85.79% |
April 30, 2024 | 85.79% |
March 31, 2024 | 85.79% |
February 29, 2024 | 85.79% |
January 31, 2024 | 85.79% |
December 31, 2023 | 85.79% |
November 30, 2023 | 85.79% |
October 31, 2023 | 85.79% |
September 30, 2023 | 85.79% |
August 31, 2023 | 85.79% |
July 31, 2023 | 85.79% |
June 30, 2023 | 85.79% |
May 31, 2023 | 85.79% |
April 30, 2023 | 85.79% |
March 31, 2023 | 85.79% |
February 28, 2023 | 85.79% |
January 31, 2023 | 85.79% |
December 31, 2022 | 85.79% |
November 30, 2022 | 85.79% |
October 31, 2022 | 85.79% |
Date | Value |
---|---|
September 30, 2022 | 85.79% |
August 31, 2022 | 85.79% |
July 31, 2022 | 85.79% |
June 30, 2022 | 85.79% |
May 31, 2022 | 85.79% |
April 30, 2022 | 85.79% |
March 31, 2022 | 85.79% |
February 28, 2022 | 85.79% |
January 31, 2022 | 85.79% |
December 31, 2021 | 85.79% |
November 30, 2021 | 85.79% |
October 31, 2021 | 85.79% |
September 30, 2021 | 85.79% |
August 31, 2021 | 85.79% |
July 31, 2021 | 85.79% |
June 30, 2021 | 85.79% |
May 31, 2021 | 85.79% |
April 30, 2021 | 85.79% |
March 31, 2021 | 85.79% |
February 28, 2021 | 85.79% |
January 31, 2021 | 85.79% |
December 31, 2020 | 85.79% |
November 30, 2020 | 85.79% |
October 31, 2020 | 85.79% |
September 30, 2020 | 85.79% |
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
67.55%
Minimum
Nov 2019
85.79%
Maximum
Mar 2020
84.66%
Average
85.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Autodesk Inc | 51.99% |
Agilysys Inc | 64.72% |
Inuvo Inc | 95.07% |
Issuer Direct Corp | 76.34% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 18.70 |
Beta (5Y) | 1.379 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.85% |
Historical Sharpe Ratio (5Y) | 0.7177 |
Historical Sortino (5Y) | 1.110 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.93% |