Dollar General Corp (DG)
142.28
-0.38
(-0.26%)
USD |
NYSE |
Apr 26, 16:00
142.28
0.00 (0.00%)
After-Hours: 16:30
Dollar General Max Drawdown (5Y): 60.35% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 27.58% |
| August 31, 2022 | 27.58% |
| July 31, 2022 | 27.58% |
| June 30, 2022 | 27.58% |
| May 31, 2022 | 27.58% |
| April 30, 2022 | 27.59% |
| March 31, 2022 | 27.59% |
| Date | Value |
|---|---|
| February 28, 2022 | 27.59% |
| January 31, 2022 | 28.85% |
| December 31, 2021 | 28.85% |
| November 30, 2021 | 28.85% |
| October 31, 2021 | 28.85% |
| September 30, 2021 | 28.85% |
| August 31, 2021 | 28.89% |
| 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% |
| August 31, 2020 | 30.51% |
| July 31, 2020 | 30.51% |
| June 30, 2020 | 30.51% |
| May 31, 2020 | 30.51% |
| April 30, 2020 | 30.51% |
| March 31, 2020 | 30.51% |
| February 29, 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
May 2022
60.35%
Maximum
Oct 2023
33.64%
Average
30.51%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Costco Wholesale Corp | 31.40% |
| Dollar Tree Inc | 44.64% |
| The Kroger Co | 48.12% |
| Target Corp | 58.87% |
| BJ's Wholesale Club Holdings Inc | 38.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8945 |
| Beta (5Y) | 0.4189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.69% |
| Historical Sharpe Ratio (5Y) | 0.149 |
| Historical Sortino (5Y) | 0.1872 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.03% |