Asbury Automotive Group Inc (ABG)
210.64
+0.40
(+0.19%)
USD |
NYSE |
May 01, 16:00
210.60
-0.04
(-0.02%)
Pre-Market: 20:00
Asbury Automotive Group Max Drawdown (5Y): 65.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.68% |
March 31, 2024 | 65.68% |
February 29, 2024 | 65.68% |
January 31, 2024 | 65.68% |
December 31, 2023 | 65.68% |
November 30, 2023 | 65.68% |
October 31, 2023 | 65.68% |
September 30, 2023 | 65.68% |
August 31, 2023 | 65.68% |
July 31, 2023 | 65.68% |
June 30, 2023 | 65.68% |
May 31, 2023 | 65.68% |
April 30, 2023 | 65.68% |
March 31, 2023 | 65.68% |
February 28, 2023 | 65.68% |
January 31, 2023 | 65.68% |
December 31, 2022 | 65.68% |
November 30, 2022 | 65.68% |
October 31, 2022 | 65.68% |
September 30, 2022 | 65.68% |
August 31, 2022 | 65.68% |
July 31, 2022 | 65.68% |
June 30, 2022 | 65.68% |
May 31, 2022 | 65.68% |
April 30, 2022 | 65.68% |
Date | Value |
---|---|
March 31, 2022 | 65.68% |
February 28, 2022 | 65.68% |
January 31, 2022 | 65.68% |
December 31, 2021 | 65.68% |
November 30, 2021 | 65.68% |
October 31, 2021 | 65.68% |
September 30, 2021 | 65.68% |
August 31, 2021 | 65.68% |
July 31, 2021 | 65.68% |
June 30, 2021 | 65.68% |
May 31, 2021 | 65.68% |
April 30, 2021 | 65.68% |
March 31, 2021 | 65.68% |
February 28, 2021 | 65.68% |
January 31, 2021 | 65.68% |
December 31, 2020 | 65.68% |
November 30, 2020 | 65.68% |
October 31, 2020 | 65.68% |
September 30, 2020 | 65.68% |
August 31, 2020 | 65.68% |
July 31, 2020 | 65.68% |
June 30, 2020 | 65.68% |
May 31, 2020 | 65.68% |
April 30, 2020 | 65.68% |
March 31, 2020 | 63.63% |
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
52.83%
Minimum
May 2019
65.68%
Maximum
Apr 2020
63.50%
Average
65.68%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
AutoNation Inc | 65.94% |
Lithia Motors Inc | 61.15% |
Penske Automotive Group Inc | 59.98% |
Sonic Automotive Inc | 70.77% |
Rush Enterprises Inc | 47.89% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.998 |
Beta (5Y) | 1.186 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.22% |
Historical Sharpe Ratio (5Y) | 0.4158 |
Historical Sortino (5Y) | 0.6003 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.33% |