SiteOne Landscape Supply Inc (SITE)
148.77
+5.63
(+3.93%)
USD |
NYSE |
Nov 22, 16:00
148.92
+0.15
(+0.10%)
Pre-Market: 20:00
SiteOne Landscape Supply Max Drawdown (5Y): 59.96% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 59.96% |
| September 30, 2024 | 59.96% |
| August 31, 2024 | 59.96% |
| July 31, 2024 | 59.96% |
| June 30, 2024 | 59.96% |
| May 31, 2024 | 59.96% |
| April 30, 2024 | 59.96% |
| March 31, 2024 | 59.96% |
| February 29, 2024 | 59.96% |
| January 31, 2024 | 59.96% |
| December 31, 2023 | 59.96% |
| November 30, 2023 | 59.96% |
| October 31, 2023 | 59.96% |
| September 30, 2023 | 59.96% |
| August 31, 2023 | 59.96% |
| July 31, 2023 | 59.96% |
| June 30, 2023 | 59.96% |
| May 31, 2023 | 59.96% |
| April 30, 2023 | 59.96% |
| March 31, 2023 | 59.96% |
| February 28, 2023 | 59.96% |
| January 31, 2023 | 59.96% |
| December 31, 2022 | 59.96% |
| November 30, 2022 | 59.96% |
| October 31, 2022 | 59.96% |
| Date | Value |
|---|---|
| September 30, 2022 | 59.73% |
| August 31, 2022 | 56.49% |
| July 31, 2022 | 56.49% |
| June 30, 2022 | 56.49% |
| May 31, 2022 | 52.41% |
| April 30, 2022 | 51.20% |
| March 31, 2022 | 51.20% |
| February 28, 2022 | 51.20% |
| January 31, 2022 | 51.20% |
| December 31, 2021 | 51.20% |
| November 30, 2021 | 51.20% |
| October 31, 2021 | 51.20% |
| September 30, 2021 | 51.20% |
| August 31, 2021 | 51.20% |
| July 31, 2021 | 51.20% |
| June 30, 2021 | 51.20% |
| May 31, 2021 | 51.20% |
| April 30, 2021 | 51.20% |
| March 31, 2021 | 51.20% |
| February 28, 2021 | 51.20% |
| January 31, 2021 | 51.20% |
| December 31, 2020 | 51.20% |
| November 30, 2020 | 51.20% |
| October 31, 2020 | 51.20% |
| September 30, 2020 | 51.20% |
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
49.71%
Minimum
Nov 2019
59.96%
Maximum
Oct 2022
55.18%
Average
51.81%
Median
Max Drawdown (5Y) Benchmarks
| W.W. Grainger Inc | 41.57% |
| Titan Machinery Inc | 72.86% |
| MSC Industrial Direct Co Inc | 48.19% |
| Beacon Roofing Supply Inc | 81.98% |
| DXP Enterprises Inc | 77.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.46 |
| Beta (5Y) | 1.531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.86% |
| Historical Sharpe Ratio (5Y) | 0.1706 |
| Historical Sortino (5Y) | 0.2634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.57% |