DXP Enterprises Inc (DXPE)
49.71
+1.00
(+2.05%)
USD |
NASDAQ |
May 01, 16:00
49.71
0.00 (0.00%)
After-Hours: 20:00
DXP Enterprises Max Drawdown (5Y): 77.28% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.28% |
March 31, 2024 | 77.28% |
February 29, 2024 | 77.28% |
January 31, 2024 | 77.28% |
December 31, 2023 | 77.28% |
November 30, 2023 | 77.28% |
October 31, 2023 | 77.28% |
September 30, 2023 | 77.28% |
August 31, 2023 | 77.28% |
July 31, 2023 | 77.28% |
June 30, 2023 | 77.28% |
May 31, 2023 | 77.28% |
April 30, 2023 | 77.28% |
March 31, 2023 | 77.28% |
February 28, 2023 | 77.28% |
January 31, 2023 | 77.28% |
December 31, 2022 | 77.28% |
November 30, 2022 | 77.28% |
October 31, 2022 | 77.28% |
September 30, 2022 | 77.28% |
August 31, 2022 | 78.29% |
July 31, 2022 | 78.29% |
June 30, 2022 | 78.29% |
May 31, 2022 | 78.29% |
April 30, 2022 | 78.29% |
Date | Value |
---|---|
March 31, 2022 | 78.29% |
February 28, 2022 | 78.29% |
January 31, 2022 | 78.29% |
December 31, 2021 | 78.29% |
November 30, 2021 | 78.29% |
October 31, 2021 | 78.29% |
September 30, 2021 | 78.29% |
August 31, 2021 | 81.93% |
July 31, 2021 | 82.86% |
June 30, 2021 | 82.86% |
May 31, 2021 | 86.40% |
April 30, 2021 | 86.92% |
March 31, 2021 | 88.25% |
February 28, 2021 | 88.91% |
January 31, 2021 | 88.91% |
December 31, 2020 | 88.91% |
November 30, 2020 | 88.91% |
October 31, 2020 | 88.91% |
September 30, 2020 | 88.91% |
August 31, 2020 | 88.91% |
July 31, 2020 | 88.91% |
June 30, 2020 | 88.91% |
May 31, 2020 | 88.91% |
April 30, 2020 | 88.91% |
March 31, 2020 | 88.91% |
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
77.28%
Minimum
Sep 2022
88.91%
Maximum
May 2019
82.50%
Average
78.29%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Applied Industrial Technologies Inc | 59.29% |
BlueLinx Holdings Inc | 91.71% |
Distribution Solutions Group Inc | 58.03% |
MSC Industrial Direct Co Inc | 48.19% |
Beacon Roofing Supply Inc | 81.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.64 |
Beta (5Y) | 1.720 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.52% |
Historical Sharpe Ratio (5Y) | 0.0094 |
Historical Sortino (5Y) | 0.0136 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.89% |