Dorman Products Inc (DORM)
137.02
+1.87
(+1.38%)
USD |
NASDAQ |
Nov 21, 16:00
137.08
+0.06
(+0.04%)
After-Hours: 20:00
Dorman Products Max Drawdown (5Y): 50.78% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.78% |
| September 30, 2024 | 50.78% |
| August 31, 2024 | 50.78% |
| July 31, 2024 | 50.78% |
| June 30, 2024 | 50.78% |
| May 31, 2024 | 50.78% |
| April 30, 2024 | 50.78% |
| March 31, 2024 | 50.78% |
| February 29, 2024 | 50.78% |
| January 31, 2024 | 50.78% |
| December 31, 2023 | 50.78% |
| November 30, 2023 | 50.78% |
| October 31, 2023 | 50.78% |
| September 30, 2023 | 50.78% |
| August 31, 2023 | 50.78% |
| July 31, 2023 | 50.78% |
| June 30, 2023 | 50.78% |
| May 31, 2023 | 50.78% |
| April 30, 2023 | 50.78% |
| March 31, 2023 | 50.78% |
| February 28, 2023 | 50.78% |
| January 31, 2023 | 50.78% |
| December 31, 2022 | 50.78% |
| November 30, 2022 | 50.78% |
| October 31, 2022 | 50.78% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.78% |
| August 31, 2022 | 50.78% |
| July 31, 2022 | 50.78% |
| June 30, 2022 | 50.78% |
| May 31, 2022 | 50.78% |
| April 30, 2022 | 50.78% |
| March 31, 2022 | 50.78% |
| February 28, 2022 | 50.78% |
| January 31, 2022 | 50.78% |
| December 31, 2021 | 50.78% |
| November 30, 2021 | 50.78% |
| October 31, 2021 | 50.78% |
| September 30, 2021 | 50.78% |
| August 31, 2021 | 50.78% |
| July 31, 2021 | 50.78% |
| June 30, 2021 | 50.78% |
| May 31, 2021 | 50.78% |
| April 30, 2021 | 50.78% |
| March 31, 2021 | 50.78% |
| February 28, 2021 | 50.78% |
| January 31, 2021 | 50.78% |
| December 31, 2020 | 50.78% |
| November 30, 2020 | 50.78% |
| October 31, 2020 | 50.78% |
| September 30, 2020 | 50.78% |
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
32.68%
Minimum
Nov 2019
50.78%
Maximum
Apr 2020
49.55%
Average
50.78%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Monro Inc | 72.95% |
| Motorcar Parts of America Inc | 83.50% |
| Dana Inc | 86.96% |
| Gentex Corp | 35.99% |
| Strattec Security Corp | 84.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.371 |
| Beta (5Y) | 0.8254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.12% |
| Historical Sharpe Ratio (5Y) | 0.2341 |
| Historical Sortino (5Y) | 0.3954 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.28% |