Dollar General Corp (DG)
73.72
+0.45
(+0.61%)
USD |
NYSE |
Nov 21, 15:05
Dollar General Max Drawdown (5Y): 68.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.65% |
| September 30, 2024 | 68.29% |
| August 31, 2024 | 67.28% |
| July 31, 2024 | 60.35% |
| June 30, 2024 | 60.35% |
| May 31, 2024 | 60.35% |
| April 30, 2024 | 60.35% |
| March 31, 2024 | 60.35% |
| February 29, 2024 | 60.35% |
| January 31, 2024 | 60.35% |
| December 31, 2023 | 60.35% |
| November 30, 2023 | 60.35% |
| October 31, 2023 | 60.35% |
| September 30, 2023 | 59.60% |
| August 31, 2023 | 46.37% |
| July 31, 2023 | 40.94% |
| June 30, 2023 | 40.94% |
| May 31, 2023 | 27.58% |
| April 30, 2023 | 27.58% |
| March 31, 2023 | 27.58% |
| February 28, 2023 | 27.58% |
| January 31, 2023 | 27.58% |
| December 31, 2022 | 27.58% |
| November 30, 2022 | 27.58% |
| October 31, 2022 | 27.58% |
| Date | Value |
|---|---|
| September 30, 2022 | 27.58% |
| August 31, 2022 | 27.58% |
| July 31, 2022 | 27.58% |
| June 30, 2022 | 27.59% |
| May 31, 2022 | 27.59% |
| April 30, 2022 | 27.59% |
| March 31, 2022 | 28.85% |
| February 28, 2022 | 28.85% |
| January 31, 2022 | 28.85% |
| December 31, 2021 | 28.85% |
| November 30, 2021 | 28.85% |
| October 31, 2021 | 28.89% |
| September 30, 2021 | 30.51% |
| August 31, 2021 | 30.51% |
| July 31, 2021 | 30.51% |
| June 30, 2021 | 30.51% |
| May 31, 2021 | 30.51% |
| April 30, 2021 | 30.51% |
| March 31, 2021 | 30.51% |
| February 28, 2021 | 30.51% |
| January 31, 2021 | 30.51% |
| December 31, 2020 | 30.51% |
| November 30, 2020 | 30.51% |
| October 31, 2020 | 30.51% |
| September 30, 2020 | 30.51% |
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
27.58%
Minimum
Jul 2022
68.65%
Maximum
Oct 2024
37.61%
Average
30.51%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Dollar Tree Inc | 63.63% |
| Target Corp | 58.87% |
| Costco Wholesale Corp | 31.40% |
| Walmart Inc | 25.74% |
| Ollie's Bargain Outlet Holdings Inc | 66.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.09 |
| Beta (5Y) | 0.4473 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.28% |
| Historical Sharpe Ratio (5Y) | -0.4303 |
| Historical Sortino (5Y) | -0.5127 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.16% |