Dick's Sporting Goods Inc (DKS)

235.08 +9.87 (+4.38%) USD  |  NYSE  |  Dec 26, 16:00
235.10 +0.02 (+0.01%) After-Hours: 20:00
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Dick's Sporting Goods Max Drawdown (5Y): 70.81% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Abercrombie & Fitch Co 72.39%
Best Buy Co Inc 52.58%
Nordstrom Inc 81.38%
Macy's Inc 91.86%
Gap Inc 84.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 15.75
Beta (5Y) 1.611
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.72%
Historical Sharpe Ratio (5Y) 0.7347
Historical Sortino (5Y) 1.061
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.03%