The Descartes Systems Group Inc (DSGX)
94.53
+0.03
(+0.03%)
USD |
NASDAQ |
Apr 25, 13:34
Descartes Systems Group Max Drawdown (5Y): 37.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 37.96% |
February 29, 2024 | 37.96% |
January 31, 2024 | 37.96% |
December 31, 2023 | 37.96% |
November 30, 2023 | 37.96% |
October 31, 2023 | 37.96% |
September 30, 2023 | 37.96% |
August 31, 2023 | 37.96% |
July 31, 2023 | 37.96% |
June 30, 2023 | 37.96% |
May 31, 2023 | 37.96% |
April 30, 2023 | 37.96% |
March 31, 2023 | 37.96% |
February 28, 2023 | 37.96% |
January 31, 2023 | 37.96% |
December 31, 2022 | 37.96% |
November 30, 2022 | 37.96% |
October 31, 2022 | 37.96% |
September 30, 2022 | 37.96% |
August 31, 2022 | 37.96% |
July 31, 2022 | 37.96% |
June 30, 2022 | 37.96% |
May 31, 2022 | 37.96% |
April 30, 2022 | 37.96% |
March 31, 2022 | 37.96% |
Date | Value |
---|---|
February 28, 2022 | 37.96% |
January 31, 2022 | 37.96% |
December 31, 2021 | 37.96% |
November 30, 2021 | 37.96% |
October 31, 2021 | 37.96% |
September 30, 2021 | 37.96% |
August 31, 2021 | 37.96% |
July 31, 2021 | 37.96% |
June 30, 2021 | 37.96% |
May 31, 2021 | 37.96% |
April 30, 2021 | 37.96% |
March 31, 2021 | 37.96% |
February 28, 2021 | 37.96% |
January 31, 2021 | 37.96% |
December 31, 2020 | 37.96% |
November 30, 2020 | 37.96% |
October 31, 2020 | 37.96% |
September 30, 2020 | 37.96% |
August 31, 2020 | 37.96% |
July 31, 2020 | 37.96% |
June 30, 2020 | 37.96% |
May 31, 2020 | 37.96% |
April 30, 2020 | 37.96% |
March 31, 2020 | 37.96% |
February 29, 2020 | 28.57% |
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
28.57%
Minimum
Apr 2019
37.96%
Maximum
Mar 2020
36.24%
Average
37.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BYND Cannasoft Enterprises Inc | -- |
Skkynet Cloud Systems Inc | 93.18% |
Yext Inc | 84.51% |
Castellum Inc | 99.97% |
BM Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.045 |
Beta (5Y) | 0.9365 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.16% |
Historical Sharpe Ratio (5Y) | 0.6266 |
Historical Sortino (5Y) | 0.8697 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.99% |