Dorman Products Inc (DORM)
134.28
+6.49
(+5.08%)
USD |
NASDAQ |
Nov 04, 12:59
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 | 71.50% |
Motorcar Parts of America Inc | 83.50% |
Dana Inc | 86.96% |
Gentex Corp | 35.99% |
Strattec Security Corp | 83.68% |
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% |