Dycom Industries Inc (DY)
183.24
+6.68
(+3.78%)
USD |
NYSE |
Nov 21, 16:00
180.04
-3.20
(-1.75%)
Pre-Market: 04:50
Dycom Industries Max Drawdown (5Y): 89.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 89.01% |
September 30, 2024 | 89.01% |
August 31, 2024 | 89.01% |
July 31, 2024 | 89.01% |
June 30, 2024 | 89.01% |
May 31, 2024 | 89.01% |
April 30, 2024 | 89.01% |
March 31, 2024 | 89.01% |
February 29, 2024 | 89.01% |
January 31, 2024 | 89.01% |
December 31, 2023 | 89.01% |
November 30, 2023 | 89.01% |
October 31, 2023 | 89.01% |
September 30, 2023 | 89.01% |
August 31, 2023 | 89.01% |
July 31, 2023 | 89.01% |
June 30, 2023 | 89.01% |
May 31, 2023 | 89.01% |
April 30, 2023 | 89.01% |
March 31, 2023 | 89.01% |
February 28, 2023 | 89.01% |
January 31, 2023 | 89.01% |
December 31, 2022 | 89.01% |
November 30, 2022 | 89.01% |
October 31, 2022 | 89.01% |
Date | Value |
---|---|
September 30, 2022 | 89.01% |
August 31, 2022 | 89.01% |
July 31, 2022 | 89.01% |
June 30, 2022 | 89.01% |
May 31, 2022 | 89.01% |
April 30, 2022 | 89.01% |
March 31, 2022 | 89.01% |
February 28, 2022 | 89.01% |
January 31, 2022 | 89.01% |
December 31, 2021 | 89.01% |
November 30, 2021 | 89.01% |
October 31, 2021 | 89.01% |
September 30, 2021 | 89.01% |
August 31, 2021 | 89.01% |
July 31, 2021 | 89.01% |
June 30, 2021 | 89.01% |
May 31, 2021 | 89.01% |
April 30, 2021 | 89.01% |
March 31, 2021 | 89.01% |
February 28, 2021 | 89.01% |
January 31, 2021 | 89.01% |
December 31, 2020 | 89.01% |
November 30, 2020 | 89.01% |
October 31, 2020 | 89.01% |
September 30, 2020 | 89.01% |
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
67.04%
Minimum
Nov 2019
89.01%
Maximum
Mar 2020
87.70%
Average
89.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MasTec Inc | 67.92% |
Argan Inc | 55.29% |
Ameresco Inc | 81.43% |
MYR Group Inc | 61.52% |
Energy Services of America Corp | 64.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.847 |
Beta (5Y) | 1.438 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.56% |
Historical Sharpe Ratio (5Y) | 0.5303 |
Historical Sortino (5Y) | 0.7743 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.99% |