Distribution Solutions Group Inc (DSGR)
37.77
+0.46
(+1.23%)
USD |
NASDAQ |
Nov 21, 16:00
38.29
+0.52
(+1.38%)
After-Hours: 07:52
Distribution Solutions Group Max Drawdown (5Y): 58.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.03% |
| September 30, 2024 | 58.03% |
| August 31, 2024 | 58.03% |
| July 31, 2024 | 58.03% |
| June 30, 2024 | 58.03% |
| May 31, 2024 | 58.03% |
| April 30, 2024 | 58.03% |
| March 31, 2024 | 58.03% |
| February 29, 2024 | 58.03% |
| January 31, 2024 | 58.03% |
| December 31, 2023 | 58.03% |
| November 30, 2023 | 58.03% |
| October 31, 2023 | 58.03% |
| September 30, 2023 | 58.03% |
| August 31, 2023 | 58.03% |
| July 31, 2023 | 58.03% |
| June 30, 2023 | 58.03% |
| May 31, 2023 | 58.03% |
| April 30, 2023 | 58.03% |
| March 31, 2023 | 58.03% |
| February 28, 2023 | 58.03% |
| January 31, 2023 | 58.03% |
| December 31, 2022 | 58.03% |
| November 30, 2022 | 58.03% |
| October 31, 2022 | 58.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 57.14% |
| August 31, 2022 | 57.14% |
| July 31, 2022 | 57.14% |
| June 30, 2022 | 57.14% |
| May 31, 2022 | 57.14% |
| April 30, 2022 | 57.14% |
| March 31, 2022 | 57.14% |
| February 28, 2022 | 57.14% |
| January 31, 2022 | 57.14% |
| December 31, 2021 | 57.14% |
| November 30, 2021 | 57.14% |
| October 31, 2021 | 57.14% |
| September 30, 2021 | 57.14% |
| August 31, 2021 | 57.14% |
| July 31, 2021 | 57.14% |
| June 30, 2021 | 57.14% |
| May 31, 2021 | 57.14% |
| April 30, 2021 | 57.14% |
| March 31, 2021 | 57.14% |
| February 28, 2021 | 57.14% |
| January 31, 2021 | 57.14% |
| December 31, 2020 | 57.14% |
| November 30, 2020 | 57.14% |
| October 31, 2020 | 57.14% |
| September 30, 2020 | 57.14% |
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
44.17%
Minimum
Nov 2019
58.03%
Maximum
Oct 2022
56.59%
Average
57.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| DXP Enterprises Inc | 77.36% |
| MSC Industrial Direct Co Inc | 48.19% |
| Applied Industrial Technologies Inc | 59.29% |
| BlueLinx Holdings Inc | 91.71% |
| Resideo Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.226 |
| Beta (5Y) | 0.9650 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.45% |
| Historical Sharpe Ratio (5Y) | 0.1987 |
| Historical Sortino (5Y) | 0.3037 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.21% |