AAON Inc (AAON)
90.95
-3.52
(-3.73%)
USD |
NASDAQ |
May 02, 16:00
86.00
-4.95
(-5.44%)
Pre-Market: 08:12
AAON Max Drawdown (5Y): 42.39% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 42.39% |
March 31, 2024 | 42.39% |
February 29, 2024 | 42.39% |
January 31, 2024 | 42.39% |
December 31, 2023 | 42.39% |
November 30, 2023 | 42.39% |
October 31, 2023 | 42.39% |
September 30, 2023 | 42.39% |
August 31, 2023 | 42.39% |
July 31, 2023 | 42.39% |
June 30, 2023 | 42.39% |
May 31, 2023 | 42.39% |
April 30, 2023 | 42.39% |
March 31, 2023 | 42.39% |
February 28, 2023 | 42.39% |
January 31, 2023 | 42.39% |
December 31, 2022 | 42.39% |
November 30, 2022 | 42.39% |
October 31, 2022 | 42.39% |
September 30, 2022 | 42.39% |
August 31, 2022 | 42.39% |
July 31, 2022 | 42.39% |
June 30, 2022 | 42.39% |
May 31, 2022 | 42.39% |
April 30, 2022 | 41.42% |
Date | Value |
---|---|
March 31, 2022 | 37.28% |
February 28, 2022 | 31.94% |
January 31, 2022 | 30.96% |
December 31, 2021 | 30.96% |
November 30, 2021 | 30.96% |
October 31, 2021 | 30.96% |
September 30, 2021 | 30.96% |
August 31, 2021 | 30.96% |
July 31, 2021 | 30.96% |
June 30, 2021 | 30.96% |
May 31, 2021 | 30.96% |
April 30, 2021 | 30.96% |
March 31, 2021 | 30.96% |
February 28, 2021 | 30.96% |
January 31, 2021 | 30.96% |
December 31, 2020 | 30.96% |
November 30, 2020 | 30.96% |
October 31, 2020 | 30.96% |
September 30, 2020 | 30.96% |
August 31, 2020 | 30.96% |
July 31, 2020 | 30.96% |
June 30, 2020 | 30.96% |
May 31, 2020 | 30.96% |
April 30, 2020 | 30.96% |
March 31, 2020 | 30.96% |
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
25.78%
Minimum
Aug 2019
42.39%
Maximum
May 2022
34.98%
Average
30.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lennox International Inc | 46.87% |
Limbach Holdings Inc | 84.10% |
CECO Environmental Corp | 74.13% |
Donaldson Co Inc | 42.72% |
Fuel Tech Inc | 86.07% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.89 |
Beta (5Y) | 0.8782 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.27% |
Historical Sharpe Ratio (5Y) | 0.6516 |
Historical Sortino (5Y) | 1.296 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.75% |