DXP Enterprises Inc (DXPE)
69.12
+1.01
(+1.48%)
USD |
NASDAQ |
Nov 21, 16:00
68.96
-0.16
(-0.23%)
After-Hours: 20:00
DXP Enterprises Max Drawdown (5Y): 77.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.36% |
| September 30, 2024 | 77.36% |
| August 31, 2024 | 77.36% |
| July 31, 2024 | 77.36% |
| June 30, 2024 | 77.36% |
| May 31, 2024 | 77.36% |
| April 30, 2024 | 77.36% |
| March 31, 2024 | 77.36% |
| February 29, 2024 | 77.36% |
| January 31, 2024 | 77.36% |
| December 31, 2023 | 77.36% |
| November 30, 2023 | 77.36% |
| October 31, 2023 | 77.36% |
| September 30, 2023 | 77.36% |
| August 31, 2023 | 77.36% |
| July 31, 2023 | 77.36% |
| June 30, 2023 | 77.36% |
| May 31, 2023 | 77.36% |
| April 30, 2023 | 77.36% |
| March 31, 2023 | 77.36% |
| February 28, 2023 | 77.36% |
| January 31, 2023 | 77.36% |
| December 31, 2022 | 77.36% |
| November 30, 2022 | 77.36% |
| October 31, 2022 | 78.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 78.29% |
| 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% |
| 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 | 81.93% |
| September 30, 2021 | 82.86% |
| August 31, 2021 | 82.86% |
| July 31, 2021 | 86.40% |
| June 30, 2021 | 86.92% |
| May 31, 2021 | 88.25% |
| April 30, 2021 | 88.91% |
| March 31, 2021 | 88.91% |
| 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% |
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
77.36%
Minimum
Nov 2022
88.91%
Maximum
Nov 2019
81.76%
Average
78.29%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Distribution Solutions Group Inc | 58.03% |
| 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) | -15.75 |
| Beta (5Y) | 1.602 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.98% |
| Historical Sharpe Ratio (5Y) | 0.088 |
| Historical Sortino (5Y) | 0.128 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.89% |