Douglas Dynamics Inc (PLOW)
25.42
+0.65
(+2.62%)
USD |
NYSE |
Nov 22, 14:19
Douglas Dynamics Max Drawdown (5Y): 55.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.50% |
| September 30, 2024 | 55.50% |
| August 31, 2024 | 55.50% |
| July 31, 2024 | 55.50% |
| June 30, 2024 | 55.50% |
| May 31, 2024 | 55.50% |
| April 30, 2024 | 55.50% |
| March 31, 2024 | 53.91% |
| February 29, 2024 | 53.91% |
| January 31, 2024 | 53.91% |
| December 31, 2023 | 53.91% |
| November 30, 2023 | 53.91% |
| October 31, 2023 | 53.91% |
| September 30, 2023 | 53.91% |
| August 31, 2023 | 53.91% |
| July 31, 2023 | 53.91% |
| June 30, 2023 | 53.91% |
| May 31, 2023 | 53.91% |
| April 30, 2023 | 53.91% |
| March 31, 2023 | 53.91% |
| February 28, 2023 | 53.91% |
| January 31, 2023 | 53.91% |
| December 31, 2022 | 53.91% |
| November 30, 2022 | 53.91% |
| October 31, 2022 | 53.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 53.91% |
| August 31, 2022 | 53.91% |
| July 31, 2022 | 53.91% |
| June 30, 2022 | 53.91% |
| May 31, 2022 | 53.91% |
| April 30, 2022 | 53.91% |
| March 31, 2022 | 53.91% |
| February 28, 2022 | 53.91% |
| January 31, 2022 | 53.91% |
| December 31, 2021 | 53.91% |
| November 30, 2021 | 53.91% |
| October 31, 2021 | 53.91% |
| September 30, 2021 | 53.91% |
| August 31, 2021 | 53.91% |
| July 31, 2021 | 53.91% |
| June 30, 2021 | 53.91% |
| May 31, 2021 | 53.91% |
| April 30, 2021 | 53.91% |
| March 31, 2021 | 53.91% |
| February 28, 2021 | 53.91% |
| January 31, 2021 | 53.91% |
| December 31, 2020 | 53.91% |
| November 30, 2020 | 53.91% |
| October 31, 2020 | 53.91% |
| September 30, 2020 | 53.91% |
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
30.80%
Minimum
Nov 2019
55.50%
Maximum
Apr 2024
52.55%
Average
53.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Allison Transmission Holdings Inc | 48.67% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.17 |
| Beta (5Y) | 1.193 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.55% |
| Historical Sharpe Ratio (5Y) | -0.3495 |
| Historical Sortino (5Y) | -0.5634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.18% |