Deluxe Corp (DLX)
20.59
+0.02
(+0.10%)
USD |
NYSE |
Mar 28, 16:00
20.58
-0.01
(-0.05%)
After-Hours: 20:00
Deluxe Max Drawdown (5Y): 76.70% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 76.70% |
January 31, 2024 | 76.70% |
December 31, 2023 | 76.70% |
November 30, 2023 | 76.70% |
October 31, 2023 | 76.70% |
September 30, 2023 | 76.70% |
August 31, 2023 | 76.70% |
July 31, 2023 | 76.70% |
June 30, 2023 | 76.70% |
May 31, 2023 | 76.70% |
April 30, 2023 | 76.70% |
March 31, 2023 | 76.70% |
February 28, 2023 | 76.70% |
January 31, 2023 | 76.70% |
December 31, 2022 | 76.70% |
November 30, 2022 | 76.70% |
October 31, 2022 | 76.70% |
September 30, 2022 | 74.96% |
August 31, 2022 | 73.62% |
July 31, 2022 | 73.62% |
June 30, 2022 | 73.62% |
May 31, 2022 | 73.62% |
April 30, 2022 | 73.62% |
March 31, 2022 | 73.62% |
February 28, 2022 | 73.62% |
Date | Value |
---|---|
January 31, 2022 | 73.62% |
December 31, 2021 | 73.62% |
November 30, 2021 | 73.62% |
October 31, 2021 | 73.62% |
September 30, 2021 | 73.62% |
August 31, 2021 | 73.62% |
July 31, 2021 | 73.62% |
June 30, 2021 | 73.62% |
May 31, 2021 | 73.62% |
April 30, 2021 | 73.62% |
March 31, 2021 | 73.62% |
February 28, 2021 | 73.62% |
January 31, 2021 | 73.62% |
December 31, 2020 | 73.62% |
November 30, 2020 | 73.62% |
October 31, 2020 | 73.62% |
September 30, 2020 | 73.62% |
August 31, 2020 | 73.62% |
July 31, 2020 | 73.62% |
June 30, 2020 | 73.12% |
May 31, 2020 | 73.12% |
April 30, 2020 | 72.44% |
March 31, 2020 | 72.44% |
February 29, 2020 | 54.79% |
January 31, 2020 | 51.48% |
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
51.48%
Minimum
Mar 2019
76.70%
Maximum
Oct 2022
70.09%
Average
73.62%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
The Interpublic Group of Companies Inc | 49.44% |
Magnite Inc | 90.65% |
Cardlytics Inc | 98.35% |
AdTheorent Holding Co Inc | -- |
Direct Digital Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.06 |
Beta (5Y) | 1.481 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.98% |
Historical Sharpe Ratio (5Y) | -0.3132 |
Historical Sortino (5Y) | -0.5244 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.96% |