MSC Industrial Direct Co Inc (MSM)

76.77 -0.25 (-0.32%) USD  |  NYSE  |  Dec 20, 16:00
76.74 -0.03 (-0.04%) After-Hours: 20:00
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MSC Industrial Direct Max Drawdown (5Y): 48.19% 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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DXP Enterprises Inc 77.36%
Distribution Solutions Group Inc 58.03%
Applied Industrial Technologies Inc 59.29%
BlueLinx Holdings Inc 91.71%
Resideo Technologies Inc 87.29%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.799
Beta (5Y) 0.8925
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.31%
Historical Sharpe Ratio (5Y) 0.2607
Historical Sortino (5Y) 0.4399
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.89%