Deluxe Corp (DLX)
22.95
+0.45
(+2.00%)
USD |
NYSE |
Nov 21, 16:00
22.94
-0.01
(-0.04%)
Pre-Market: 20:00
Deluxe Max Drawdown (5Y): 77.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.35% |
| September 30, 2024 | 77.35% |
| August 31, 2024 | 77.35% |
| July 31, 2024 | 77.35% |
| June 30, 2024 | 77.35% |
| May 31, 2024 | 77.35% |
| April 30, 2024 | 77.35% |
| March 31, 2024 | 77.35% |
| February 29, 2024 | 77.35% |
| January 31, 2024 | 77.35% |
| December 31, 2023 | 77.35% |
| November 30, 2023 | 77.35% |
| October 31, 2023 | 77.35% |
| September 30, 2023 | 77.35% |
| August 31, 2023 | 77.35% |
| July 31, 2023 | 77.35% |
| June 30, 2023 | 77.35% |
| May 31, 2023 | 77.35% |
| April 30, 2023 | 77.35% |
| March 31, 2023 | 77.35% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
77.35%
Maximum
Mar 2023
73.67%
Average
73.62%
Median
Jul 2020
Max Drawdown (5Y) Benchmarks
| CYIOS Corp | 99.41% |
| Alpine 4 Holdings Inc | 99.99% |
| FTAI Infrastructure Inc | -- |
| Seaboard Corp | 43.33% |
| Planet Green Holdings Corp | 96.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -35.66 |
| Beta (5Y) | 1.466 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.20% |
| Historical Sharpe Ratio (5Y) | -0.3701 |
| Historical Sortino (5Y) | -0.6301 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.96% |