Dick's Sporting Goods Inc (DKS)
207.12
+2.91
(+1.42%)
USD |
NYSE |
Apr 26, 16:00
207.09
-0.03
(-0.01%)
After-Hours: 20:00
Dick's Sporting Goods Max Drawdown (5Y): 70.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 70.81% |
February 29, 2024 | 70.81% |
January 31, 2024 | 70.81% |
December 31, 2023 | 70.81% |
November 30, 2023 | 70.81% |
October 31, 2023 | 70.81% |
September 30, 2023 | 70.81% |
August 31, 2023 | 70.81% |
July 31, 2023 | 70.81% |
June 30, 2023 | 70.81% |
May 31, 2023 | 70.81% |
April 30, 2023 | 70.81% |
March 31, 2023 | 70.81% |
February 28, 2023 | 70.81% |
January 31, 2023 | 70.81% |
December 31, 2022 | 70.81% |
November 30, 2022 | 70.81% |
October 31, 2022 | 70.81% |
September 30, 2022 | 70.81% |
August 31, 2022 | 70.81% |
July 31, 2022 | 70.81% |
June 30, 2022 | 70.81% |
May 31, 2022 | 70.81% |
April 30, 2022 | 70.81% |
March 31, 2022 | 70.81% |
Date | Value |
---|---|
February 28, 2022 | 70.81% |
January 31, 2022 | 70.81% |
December 31, 2021 | 70.81% |
November 30, 2021 | 70.81% |
October 31, 2021 | 70.81% |
September 30, 2021 | 70.81% |
August 31, 2021 | 70.81% |
July 31, 2021 | 70.81% |
June 30, 2021 | 70.81% |
May 31, 2021 | 70.81% |
April 30, 2021 | 70.81% |
March 31, 2021 | 70.81% |
February 28, 2021 | 70.81% |
January 31, 2021 | 70.81% |
December 31, 2020 | 70.81% |
November 30, 2020 | 70.81% |
October 31, 2020 | 70.81% |
September 30, 2020 | 70.81% |
August 31, 2020 | 70.81% |
July 31, 2020 | 70.81% |
June 30, 2020 | 70.81% |
May 31, 2020 | 70.81% |
April 30, 2020 | 70.81% |
March 31, 2020 | 70.81% |
February 29, 2020 | 60.26% |
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
60.26%
Minimum
Apr 2019
70.81%
Maximum
Mar 2020
68.88%
Average
70.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ulta Beauty Inc | 64.92% |
American Eagle Outfitters Inc | 75.65% |
Abercrombie & Fitch Co | 72.39% |
Best Buy Co Inc | 52.58% |
Williams-Sonoma Inc | 60.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.87 |
Beta (5Y) | 1.578 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.66% |
Historical Sharpe Ratio (5Y) | 0.9174 |
Historical Sortino (5Y) | 1.274 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.03% |