The Descartes Systems Group Inc (DSG.TO)
129.65
+4.11
(+3.27%)
CAD |
TSX |
Apr 23, 12:03
Descartes Systems Group Max Drawdown (5Y): 35.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
July 31, 2020 | 32.51% |
June 30, 2020 | 32.51% |
May 31, 2020 | 32.51% |
April 30, 2020 | 32.51% |
March 31, 2020 | 32.51% |
February 29, 2020 | 25.93% |
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
Apr 2019
35.23%
Maximum
May 2022
32.36%
Average
32.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Payfare Inc | -- |
New World Solutions Inc | 99.69% |
Nerds On Site Inc | 89.29% |
XTM Inc | -- |
Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.10 |
Beta (5Y) | 0.7782 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.90% |
Historical Sharpe Ratio (5Y) | 0.6664 |
Historical Sortino (5Y) | 0.9899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.28% |