DXP Enterprises Inc (DXPE)

78.89 +0.01 (+0.01%) USD  |  NASDAQ  |  Dec 20, 16:00
78.99 +0.10 (+0.13%) After-Hours: 20:00
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DXP Enterprises Max Drawdown (5Y): 77.36% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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MSC Industrial Direct Co Inc 48.19%
Applied Industrial Technologies Inc 59.29%
BlueLinx Holdings Inc 91.71%
Distribution Solutions Group Inc 58.03%
Resideo Technologies Inc 87.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.46
Beta (5Y) 1.705
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 57.81%
Historical Sharpe Ratio (5Y) 0.1956
Historical Sortino (5Y) 0.2903
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.89%