The Descartes Systems Group Inc (DSG.TO)
157.49
+0.54
(+0.34%)
CAD |
TSX |
Nov 18, 12:03
Descartes Systems Group Max Drawdown (5Y): 35.23% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 35.23% |
| August 31, 2024 | 35.23% |
| July 31, 2024 | 35.23% |
| June 30, 2024 | 35.23% |
| May 31, 2024 | 35.23% |
| April 30, 2024 | 35.23% |
| March 31, 2024 | 35.23% |
| February 29, 2024 | 35.23% |
| January 31, 2024 | 35.23% |
| December 31, 2023 | 35.23% |
| November 30, 2023 | 35.23% |
| October 31, 2023 | 35.23% |
| September 30, 2023 | 35.23% |
| August 31, 2023 | 35.23% |
| July 31, 2023 | 35.23% |
| June 30, 2023 | 35.23% |
| May 31, 2023 | 35.23% |
| April 30, 2023 | 35.23% |
| March 31, 2023 | 35.23% |
| February 28, 2023 | 35.23% |
| January 31, 2023 | 35.23% |
| December 31, 2022 | 35.23% |
| November 30, 2022 | 35.23% |
| October 31, 2022 | 35.23% |
| September 30, 2022 | 35.23% |
| Date | Value |
|---|---|
| August 31, 2022 | 35.23% |
| July 31, 2022 | 35.23% |
| June 30, 2022 | 35.23% |
| May 31, 2022 | 35.23% |
| April 30, 2022 | 33.30% |
| March 31, 2022 | 32.51% |
| February 28, 2022 | 32.51% |
| January 31, 2022 | 32.51% |
| December 31, 2021 | 32.51% |
| November 30, 2021 | 32.51% |
| October 31, 2021 | 32.51% |
| September 30, 2021 | 32.51% |
| August 31, 2021 | 32.51% |
| July 31, 2021 | 32.51% |
| June 30, 2021 | 32.51% |
| May 31, 2021 | 32.51% |
| April 30, 2021 | 32.51% |
| March 31, 2021 | 32.51% |
| February 28, 2021 | 32.51% |
| January 31, 2021 | 32.51% |
| December 31, 2020 | 32.51% |
| November 30, 2020 | 32.51% |
| October 31, 2020 | 32.51% |
| September 30, 2020 | 32.51% |
| August 31, 2020 | 32.51% |
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
25.93%
Minimum
Nov 2019
35.23%
Maximum
May 2022
33.41%
Average
33.30%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| BlackBerry Ltd | 90.79% |
| Windfall Geotek Inc | 98.11% |
| Nerds On Site Inc | 90.00% |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.24 |
| Beta (5Y) | 0.739 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.92% |
| Historical Sharpe Ratio (5Y) | 0.6971 |
| Historical Sortino (5Y) | 0.9841 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.17% |