Dorman Products Inc (DORM)

131.36 +1.00 (+0.77%) USD  |  NASDAQ  |  Dec 20, 16:00
131.40 +0.04 (+0.03%) Pre-Market: 20:00
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Dorman Products Max Drawdown (5Y): 50.78% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Monro Inc 72.95%
Motorcar Parts of America Inc 83.50%
Strattec Security Corp 84.51%
Phinia Inc --
American Axle & Mfg Holdings Inc 89.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.5948
Beta (5Y) 0.8748
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.24%
Historical Sharpe Ratio (5Y) 0.3439
Historical Sortino (5Y) 0.6015
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.28%