Distribution Solutions Group Inc (DSGR)
35.85
+0.21
(+0.59%)
USD |
NASDAQ |
May 16, 16:00
35.93
+0.08
(+0.22%)
After-Hours: 20:00
Distribution Solutions Group Max Drawdown (5Y): 58.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.03% |
March 31, 2024 | 58.03% |
February 29, 2024 | 58.03% |
January 31, 2024 | 58.03% |
December 31, 2023 | 58.03% |
November 30, 2023 | 58.03% |
October 31, 2023 | 58.03% |
September 30, 2023 | 58.03% |
August 31, 2023 | 58.03% |
July 31, 2023 | 58.03% |
June 30, 2023 | 58.03% |
May 31, 2023 | 58.03% |
April 30, 2023 | 58.03% |
March 31, 2023 | 58.03% |
February 28, 2023 | 58.03% |
January 31, 2023 | 58.03% |
December 31, 2022 | 58.03% |
November 30, 2022 | 58.03% |
October 31, 2022 | 58.03% |
September 30, 2022 | 57.14% |
August 31, 2022 | 57.14% |
July 31, 2022 | 57.14% |
June 30, 2022 | 57.14% |
May 31, 2022 | 57.14% |
April 30, 2022 | 57.14% |
Date | Value |
---|---|
March 31, 2022 | 57.14% |
February 28, 2022 | 57.14% |
January 31, 2022 | 57.14% |
December 31, 2021 | 57.14% |
November 30, 2021 | 57.14% |
October 31, 2021 | 57.14% |
September 30, 2021 | 57.14% |
August 31, 2021 | 57.14% |
July 31, 2021 | 57.14% |
June 30, 2021 | 57.14% |
May 31, 2021 | 57.14% |
April 30, 2021 | 57.14% |
March 31, 2021 | 57.14% |
February 28, 2021 | 57.14% |
January 31, 2021 | 57.14% |
December 31, 2020 | 57.14% |
November 30, 2020 | 57.14% |
October 31, 2020 | 57.14% |
September 30, 2020 | 57.14% |
August 31, 2020 | 57.14% |
July 31, 2020 | 57.14% |
June 30, 2020 | 57.14% |
May 31, 2020 | 57.14% |
April 30, 2020 | 57.14% |
March 31, 2020 | 53.62% |
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
44.17%
Minimum
May 2019
58.03%
Maximum
Oct 2022
55.20%
Average
57.14%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Applied Industrial Technologies Inc | 59.29% |
BlueLinx Holdings Inc | 91.71% |
DXP Enterprises Inc | 77.28% |
MSC Industrial Direct Co Inc | 48.19% |
Beacon Roofing Supply Inc | 81.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.312 |
Beta (5Y) | 0.9282 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.54% |
Historical Sharpe Ratio (5Y) | 0.2934 |
Historical Sortino (5Y) | 0.446 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.21% |