SiteOne Landscape Supply Inc (SITE)

133.71 -1.44 (-1.07%) USD  |  NYSE  |  Dec 27, 16:00
133.72 +0.01 (+0.01%) After-Hours: 20:00
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SiteOne Landscape Supply Max Drawdown (5Y): 59.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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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) -11.45
Beta (5Y) 1.541
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.86%
Historical Sharpe Ratio (5Y) 0.2131
Historical Sortino (5Y) 0.3301
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.57%