The Descartes Systems Group Inc (DSG.TO)
98.55
-1.36
(-1.36%)
CAD |
TSX |
Sep 20, 16:00
Descartes Systems Group Max Drawdown (5Y): 35.23% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 25.93% |
| December 31, 2019 | 25.93% |
| November 30, 2019 | 25.93% |
| October 31, 2019 | 25.93% |
| September 30, 2019 | 25.93% |
| August 31, 2019 | 25.93% |
| July 31, 2019 | 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
24.67%
Minimum
Sep 2018
35.23%
Maximum
May 2022
31.19%
Average
32.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Sensor Technologies Corp | -- |
| Glorious Creation Ltd | 99.23% |
| Nerds On Site Inc | -- |
| XTM Inc | -- |
| Ciscom Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.940 |
| Beta (5Y) | 0.881 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.99% |
| Historical Sharpe Ratio (5Y) | 0.6794 |
| Historical Sortino (5Y) | 1.055 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.35% |