Beacon Roofing Supply Inc (BECN)
97.47
+0.50
(+0.52%)
USD |
NASDAQ |
May 02, 16:00
99.22
+1.75
(+1.80%)
After-Hours: 20:00
Beacon Roofing Supply Max Drawdown (5Y): 81.98% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 81.98% |
| March 31, 2024 | 81.98% |
| February 29, 2024 | 81.98% |
| January 31, 2024 | 81.98% |
| December 31, 2023 | 81.98% |
| November 30, 2023 | 81.98% |
| October 31, 2023 | 81.98% |
| September 30, 2023 | 81.98% |
| August 31, 2023 | 81.98% |
| July 31, 2023 | 81.98% |
| June 30, 2023 | 81.98% |
| May 31, 2023 | 81.98% |
| April 30, 2023 | 81.98% |
| March 31, 2023 | 81.98% |
| February 28, 2023 | 81.98% |
| January 31, 2023 | 81.98% |
| December 31, 2022 | 81.98% |
| November 30, 2022 | 81.98% |
| October 31, 2022 | 81.98% |
| September 30, 2022 | 81.98% |
| August 31, 2022 | 81.98% |
| July 31, 2022 | 81.98% |
| June 30, 2022 | 81.98% |
| May 31, 2022 | 81.98% |
| April 30, 2022 | 81.98% |
| Date | Value |
|---|---|
| March 31, 2022 | 81.98% |
| February 28, 2022 | 81.98% |
| January 31, 2022 | 81.98% |
| December 31, 2021 | 81.98% |
| November 30, 2021 | 81.98% |
| October 31, 2021 | 81.98% |
| September 30, 2021 | 81.98% |
| August 31, 2021 | 81.98% |
| July 31, 2021 | 81.98% |
| June 30, 2021 | 81.98% |
| May 31, 2021 | 81.98% |
| April 30, 2021 | 81.98% |
| March 31, 2021 | 81.98% |
| February 28, 2021 | 81.98% |
| January 31, 2021 | 81.98% |
| December 31, 2020 | 81.98% |
| November 30, 2020 | 81.98% |
| October 31, 2020 | 81.98% |
| September 30, 2020 | 81.98% |
| August 31, 2020 | 81.98% |
| July 31, 2020 | 81.98% |
| June 30, 2020 | 81.98% |
| May 31, 2020 | 81.98% |
| April 30, 2020 | 81.98% |
| March 31, 2020 | 81.98% |
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
61.70%
Minimum
May 2019
81.98%
Maximum
Mar 2020
78.60%
Average
81.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Pool Corp | 50.53% |
| TX Rail Products Inc | 92.71% |
| DXP Enterprises Inc | 77.28% |
| Distribution Solutions Group Inc | 58.03% |
| Titan Machinery Inc | 70.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.402 |
| Beta (5Y) | 1.594 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.68% |
| Historical Sharpe Ratio (5Y) | 0.4387 |
| Historical Sortino (5Y) | 0.5523 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.80% |