Patrick Industries Inc (PATK)
118.20
+0.44
(+0.37%)
USD |
NASDAQ |
Mar 28, 14:13
Patrick Industries Max Drawdown (5Y): 72.61% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 72.61% |
January 31, 2024 | 72.61% |
December 31, 2023 | 72.61% |
November 30, 2023 | 72.61% |
October 31, 2023 | 72.61% |
September 30, 2023 | 72.61% |
August 31, 2023 | 72.61% |
July 31, 2023 | 72.61% |
June 30, 2023 | 72.61% |
May 31, 2023 | 72.61% |
April 30, 2023 | 72.61% |
March 31, 2023 | 72.61% |
February 28, 2023 | 72.61% |
January 31, 2023 | 72.61% |
December 31, 2022 | 72.61% |
November 30, 2022 | 72.61% |
October 31, 2022 | 72.61% |
September 30, 2022 | 72.61% |
August 31, 2022 | 72.61% |
July 31, 2022 | 72.61% |
June 30, 2022 | 72.61% |
May 31, 2022 | 72.61% |
April 30, 2022 | 72.61% |
March 31, 2022 | 72.61% |
February 28, 2022 | 72.61% |
Date | Value |
---|---|
January 31, 2022 | 72.61% |
December 31, 2021 | 72.61% |
November 30, 2021 | 72.61% |
October 31, 2021 | 72.61% |
September 30, 2021 | 72.61% |
August 31, 2021 | 72.61% |
July 31, 2021 | 72.61% |
June 30, 2021 | 72.61% |
May 31, 2021 | 72.61% |
April 30, 2021 | 72.61% |
March 31, 2021 | 72.61% |
February 28, 2021 | 72.61% |
January 31, 2021 | 72.61% |
December 31, 2020 | 72.61% |
November 30, 2020 | 72.61% |
October 31, 2020 | 72.61% |
September 30, 2020 | 72.61% |
August 31, 2020 | 72.61% |
July 31, 2020 | 72.61% |
June 30, 2020 | 72.61% |
May 31, 2020 | 72.61% |
April 30, 2020 | 72.61% |
March 31, 2020 | 72.61% |
February 29, 2020 | 61.02% |
January 31, 2020 | 61.02% |
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
61.02%
Minimum
Mar 2019
72.61%
Maximum
Mar 2020
70.29%
Average
72.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FGI Industries Ltd | -- |
WW International Inc | 96.72% |
Frontdoor Inc | 66.39% |
Driven Brands Holdings Inc | -- |
Interactive Strength Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.318 |
Beta (5Y) | 1.727 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.06% |
Historical Sharpe Ratio (5Y) | 0.4036 |
Historical Sortino (5Y) | 0.5999 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.89% |