Digi International Inc (DGII)
31.48
-0.07
(-0.22%)
USD |
NASDAQ |
Nov 21, 16:00
31.50
+0.02
(+0.05%)
After-Hours: 20:00
Digi International Max Drawdown (5Y): 65.74% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.74% |
| September 30, 2024 | 65.74% |
| August 31, 2024 | 65.74% |
| July 31, 2024 | 65.74% |
| June 30, 2024 | 65.74% |
| May 31, 2024 | 65.74% |
| April 30, 2024 | 65.74% |
| March 31, 2024 | 65.74% |
| February 29, 2024 | 65.74% |
| January 31, 2024 | 65.74% |
| December 31, 2023 | 65.74% |
| November 30, 2023 | 65.74% |
| October 31, 2023 | 65.74% |
| September 30, 2023 | 65.74% |
| August 31, 2023 | 65.74% |
| July 31, 2023 | 65.74% |
| June 30, 2023 | 65.74% |
| May 31, 2023 | 65.74% |
| April 30, 2023 | 65.74% |
| March 31, 2023 | 65.74% |
| February 28, 2023 | 65.74% |
| January 31, 2023 | 65.74% |
| December 31, 2022 | 65.74% |
| November 30, 2022 | 65.74% |
| October 31, 2022 | 65.74% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.74% |
| August 31, 2022 | 65.74% |
| July 31, 2022 | 65.74% |
| June 30, 2022 | 65.74% |
| May 31, 2022 | 65.74% |
| April 30, 2022 | 65.74% |
| March 31, 2022 | 65.74% |
| February 28, 2022 | 65.74% |
| January 31, 2022 | 65.74% |
| December 31, 2021 | 65.74% |
| November 30, 2021 | 65.74% |
| October 31, 2021 | 65.74% |
| September 30, 2021 | 65.74% |
| August 31, 2021 | 65.74% |
| July 31, 2021 | 65.74% |
| June 30, 2021 | 65.74% |
| May 31, 2021 | 65.74% |
| April 30, 2021 | 65.74% |
| March 31, 2021 | 65.74% |
| February 28, 2021 | 65.74% |
| January 31, 2021 | 65.74% |
| December 31, 2020 | 65.74% |
| November 30, 2020 | 65.74% |
| October 31, 2020 | 65.74% |
| September 30, 2020 | 65.74% |
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
47.61%
Minimum
Dec 2019
65.74%
Maximum
Mar 2020
64.60%
Average
65.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Extreme Networks Inc | 87.53% |
| 3D Systems Corp | 96.60% |
| Arista Networks Inc | 52.20% |
| WidePoint Corp | 88.89% |
| Castellum Inc | 99.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.041 |
| Beta (5Y) | 1.057 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.20% |
| Historical Sharpe Ratio (5Y) | 0.279 |
| Historical Sortino (5Y) | 0.4224 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.64% |