Pool Corp (POOL)
364.36
+3.38
(+0.94%)
USD |
NASDAQ |
Nov 21, 16:00
364.65
+0.29
(+0.08%)
After-Hours: 20:00
Pool Max Drawdown (5Y): 50.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.53% |
| September 30, 2024 | 50.53% |
| August 31, 2024 | 50.53% |
| July 31, 2024 | 50.53% |
| June 30, 2024 | 50.53% |
| May 31, 2024 | 50.53% |
| April 30, 2024 | 50.53% |
| March 31, 2024 | 50.53% |
| February 29, 2024 | 50.53% |
| January 31, 2024 | 50.53% |
| December 31, 2023 | 50.53% |
| November 30, 2023 | 50.53% |
| October 31, 2023 | 50.53% |
| September 30, 2023 | 50.53% |
| August 31, 2023 | 50.53% |
| July 31, 2023 | 50.53% |
| June 30, 2023 | 50.53% |
| May 31, 2023 | 50.53% |
| April 30, 2023 | 50.53% |
| March 31, 2023 | 50.53% |
| February 28, 2023 | 50.53% |
| January 31, 2023 | 50.53% |
| December 31, 2022 | 50.53% |
| November 30, 2022 | 50.53% |
| October 31, 2022 | 50.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.65% |
| August 31, 2022 | 42.27% |
| July 31, 2022 | 42.27% |
| June 30, 2022 | 42.27% |
| May 31, 2022 | 33.88% |
| April 30, 2022 | 29.80% |
| March 31, 2022 | 28.72% |
| February 28, 2022 | 28.72% |
| January 31, 2022 | 28.72% |
| December 31, 2021 | 28.72% |
| November 30, 2021 | 28.72% |
| October 31, 2021 | 28.72% |
| September 30, 2021 | 28.72% |
| August 31, 2021 | 28.72% |
| July 31, 2021 | 28.72% |
| June 30, 2021 | 28.72% |
| May 31, 2021 | 28.72% |
| April 30, 2021 | 28.72% |
| March 31, 2021 | 28.72% |
| February 28, 2021 | 28.72% |
| January 31, 2021 | 28.72% |
| December 31, 2020 | 28.72% |
| November 30, 2020 | 28.72% |
| October 31, 2020 | 28.72% |
| September 30, 2020 | 28.72% |
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
21.11%
Minimum
Nov 2019
50.53%
Maximum
Oct 2022
38.36%
Average
31.84%
Median
Max Drawdown (5Y) Benchmarks
| Beacon Roofing Supply Inc | 81.98% |
| TX Rail Products Inc | 92.71% |
| Dnow Inc | 82.69% |
| DXP Enterprises Inc | 77.36% |
| Distribution Solutions Group Inc | 58.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.521 |
| Beta (5Y) | 1.010 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.35% |
| Historical Sharpe Ratio (5Y) | 0.3153 |
| Historical Sortino (5Y) | 0.6515 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |