Dycom Industries Inc (DY)
176.45
-3.63
(-2.02%)
USD |
NYSE |
Jun 14, 12:50
Dycom Industries Max Drawdown (5Y): 89.01% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 89.01% |
April 30, 2024 | 89.01% |
March 31, 2024 | 89.01% |
February 29, 2024 | 89.01% |
January 31, 2024 | 89.01% |
December 31, 2023 | 89.01% |
November 30, 2023 | 89.01% |
October 31, 2023 | 89.01% |
September 30, 2023 | 89.01% |
August 31, 2023 | 89.01% |
July 31, 2023 | 89.01% |
June 30, 2023 | 89.01% |
May 31, 2023 | 89.01% |
April 30, 2023 | 89.01% |
March 31, 2023 | 89.01% |
February 28, 2023 | 89.01% |
January 31, 2023 | 89.01% |
December 31, 2022 | 89.01% |
November 30, 2022 | 89.01% |
October 31, 2022 | 89.01% |
September 30, 2022 | 89.01% |
August 31, 2022 | 89.01% |
July 31, 2022 | 89.01% |
June 30, 2022 | 89.01% |
May 31, 2022 | 89.01% |
Date | Value |
---|---|
April 30, 2022 | 89.01% |
March 31, 2022 | 89.01% |
February 28, 2022 | 89.01% |
January 31, 2022 | 89.01% |
December 31, 2021 | 89.01% |
November 30, 2021 | 89.01% |
October 31, 2021 | 89.01% |
September 30, 2021 | 89.01% |
August 31, 2021 | 89.01% |
July 31, 2021 | 89.01% |
June 30, 2021 | 89.01% |
May 31, 2021 | 89.01% |
April 30, 2021 | 89.01% |
March 31, 2021 | 89.01% |
February 28, 2021 | 89.01% |
January 31, 2021 | 89.01% |
December 31, 2020 | 89.01% |
November 30, 2020 | 89.01% |
October 31, 2020 | 89.01% |
September 30, 2020 | 89.01% |
August 31, 2020 | 89.01% |
July 31, 2020 | 89.01% |
June 30, 2020 | 89.01% |
May 31, 2020 | 89.01% |
April 30, 2020 | 89.01% |
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
64.72%
Minimum
Jun 2019
89.01%
Maximum
Mar 2020
85.79%
Average
89.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MasTec Inc | 67.92% |
Argan Inc | 55.29% |
Ameresco Inc | 81.43% |
Great Lakes Dredge & Dock Corp | 70.32% |
MYR Group Inc | 61.52% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.787 |
Beta (5Y) | 1.475 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.72% |
Historical Sharpe Ratio (5Y) | 0.4751 |
Historical Sortino (5Y) | 0.7149 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.20% |