MSC Industrial Direct Co Inc (MSM)
84.13
+2.79
(+3.43%)
USD |
NYSE |
Nov 21, 16:00
84.13
0.00 (0.00%)
After-Hours: 20:00
MSC Industrial Direct Max Drawdown (5Y): 48.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.19% |
| September 30, 2024 | 48.19% |
| August 31, 2024 | 48.19% |
| July 31, 2024 | 48.19% |
| June 30, 2024 | 48.19% |
| May 31, 2024 | 48.19% |
| April 30, 2024 | 48.19% |
| March 31, 2024 | 48.19% |
| February 29, 2024 | 48.19% |
| January 31, 2024 | 48.19% |
| December 31, 2023 | 48.19% |
| November 30, 2023 | 48.19% |
| October 31, 2023 | 48.19% |
| September 30, 2023 | 48.19% |
| August 31, 2023 | 48.19% |
| July 31, 2023 | 48.19% |
| June 30, 2023 | 48.19% |
| May 31, 2023 | 48.19% |
| April 30, 2023 | 48.19% |
| March 31, 2023 | 48.19% |
| February 28, 2023 | 48.19% |
| January 31, 2023 | 48.19% |
| December 31, 2022 | 48.19% |
| November 30, 2022 | 48.19% |
| October 31, 2022 | 48.19% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.19% |
| August 31, 2022 | 48.19% |
| July 31, 2022 | 48.19% |
| June 30, 2022 | 48.19% |
| May 31, 2022 | 48.19% |
| April 30, 2022 | 48.19% |
| March 31, 2022 | 48.19% |
| February 28, 2022 | 48.19% |
| January 31, 2022 | 48.19% |
| December 31, 2021 | 48.19% |
| November 30, 2021 | 48.19% |
| October 31, 2021 | 48.19% |
| September 30, 2021 | 48.19% |
| August 31, 2021 | 48.19% |
| July 31, 2021 | 48.19% |
| June 30, 2021 | 48.19% |
| May 31, 2021 | 48.19% |
| April 30, 2021 | 48.19% |
| March 31, 2021 | 48.19% |
| February 28, 2021 | 48.19% |
| January 31, 2021 | 48.19% |
| December 31, 2020 | 48.19% |
| November 30, 2020 | 48.19% |
| October 31, 2020 | 48.19% |
| September 30, 2020 | 48.19% |
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
38.74%
Minimum
Nov 2019
48.19%
Maximum
Mar 2020
47.56%
Average
48.19%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| DXP Enterprises Inc | 77.36% |
| Distribution Solutions Group Inc | 58.03% |
| Resideo Technologies Inc | -- |
| Applied Industrial Technologies Inc | 59.29% |
| BlueLinx Holdings Inc | 91.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.882 |
| Beta (5Y) | 0.8769 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.24% |
| Historical Sharpe Ratio (5Y) | 0.1996 |
| Historical Sortino (5Y) | 0.3364 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.89% |