SiteOne Landscape Supply Inc (SITE)
156.08
-2.18
(-1.37%)
USD |
NYSE |
Apr 19, 16:00
156.08
0.00 (0.00%)
After-Hours: 20:00
SiteOne Landscape Supply Max Drawdown (5Y): 59.96% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 51.20% |
| July 31, 2020 | 51.20% |
| June 30, 2020 | 51.20% |
| May 31, 2020 | 51.20% |
| April 30, 2020 | 51.20% |
| March 31, 2020 | 51.20% |
| February 29, 2020 | 49.71% |
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
Apr 2019
59.96%
Maximum
Oct 2022
53.98%
Average
51.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Titan Machinery Inc | 70.34% |
| Pool Corp | 50.53% |
| Beacon Roofing Supply Inc | 81.98% |
| DXP Enterprises Inc | 77.28% |
| Distribution Solutions Group Inc | 58.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.925 |
| Beta (5Y) | 1.540 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.19% |
| Historical Sharpe Ratio (5Y) | 0.5457 |
| Historical Sortino (5Y) | 0.815 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.26% |