Digi International Inc (DGII)
25.73
+0.23
(+0.90%)
USD |
NASDAQ |
May 03, 16:00
25.72
-0.01
(-0.04%)
After-Hours: 20:00
Digi International Max Drawdown (5Y): 65.74% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 65.74% |
July 31, 2020 | 65.74% |
June 30, 2020 | 65.74% |
May 31, 2020 | 65.74% |
April 30, 2020 | 65.74% |
March 31, 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
Oct 2019
65.74%
Maximum
Mar 2020
63.11%
Average
65.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
ACM Research Inc | 87.23% |
Inseego Corp | 99.13% |
Photronics Inc | 47.36% |
UiPath Inc | -- |
GigaCloud Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.351 |
Beta (5Y) | 1.217 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.22% |
Historical Sharpe Ratio (5Y) | 0.3825 |
Historical Sortino (5Y) | 0.5508 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.05% |