Dick's Sporting Goods Inc (DKS)
196.73
+3.03
(+1.56%)
USD |
NYSE |
Nov 04, 16:00
196.80
+0.07
(+0.04%)
Pre-Market: 20:00
Dick's Sporting Goods Max Drawdown (5Y): 70.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.81% |
| September 30, 2024 | 70.81% |
| August 31, 2024 | 70.81% |
| July 31, 2024 | 70.81% |
| June 30, 2024 | 70.81% |
| May 31, 2024 | 70.81% |
| April 30, 2024 | 70.81% |
| March 31, 2024 | 70.81% |
| February 29, 2024 | 70.81% |
| January 31, 2024 | 70.81% |
| December 31, 2023 | 70.81% |
| November 30, 2023 | 70.81% |
| October 31, 2023 | 70.81% |
| September 30, 2023 | 70.81% |
| August 31, 2023 | 70.81% |
| July 31, 2023 | 70.81% |
| June 30, 2023 | 70.81% |
| May 31, 2023 | 70.81% |
| April 30, 2023 | 70.81% |
| March 31, 2023 | 70.81% |
| February 28, 2023 | 70.81% |
| January 31, 2023 | 70.81% |
| December 31, 2022 | 70.81% |
| November 30, 2022 | 70.81% |
| October 31, 2022 | 70.81% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.81% |
| August 31, 2022 | 70.81% |
| July 31, 2022 | 70.81% |
| June 30, 2022 | 70.81% |
| May 31, 2022 | 70.81% |
| April 30, 2022 | 70.81% |
| March 31, 2022 | 70.81% |
| February 28, 2022 | 70.81% |
| January 31, 2022 | 70.81% |
| December 31, 2021 | 70.81% |
| November 30, 2021 | 70.81% |
| October 31, 2021 | 70.81% |
| September 30, 2021 | 70.81% |
| August 31, 2021 | 70.81% |
| July 31, 2021 | 70.81% |
| June 30, 2021 | 70.81% |
| May 31, 2021 | 70.81% |
| April 30, 2021 | 70.81% |
| March 31, 2021 | 70.81% |
| February 28, 2021 | 70.81% |
| January 31, 2021 | 70.81% |
| December 31, 2020 | 70.81% |
| November 30, 2020 | 70.81% |
| October 31, 2020 | 70.81% |
| September 30, 2020 | 70.81% |
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
60.26%
Minimum
Nov 2019
70.81%
Maximum
Mar 2020
70.11%
Average
70.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Abercrombie & Fitch Co | 72.39% |
| Sportsman's Warehouse Holdings Inc | 89.86% |
| Best Buy Co Inc | 52.58% |
| Gap Inc | 83.18% |
| Ulta Beauty Inc | 64.92% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.12 |
| Beta (5Y) | 1.640 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.63% |
| Historical Sharpe Ratio (5Y) | 0.7958 |
| Historical Sortino (5Y) | 1.139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |