Applied Industrial Technologies Inc (AIT)
180.58
-2.67
(-1.46%)
USD |
NYSE |
May 01, 16:00
180.58
0.00 (0.00%)
After-Hours: 16:06
Applied Industrial Technologies Max Drawdown (5Y): 59.29% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 59.29% |
March 31, 2024 | 59.29% |
February 29, 2024 | 59.29% |
January 31, 2024 | 59.29% |
December 31, 2023 | 59.29% |
November 30, 2023 | 59.29% |
October 31, 2023 | 59.29% |
September 30, 2023 | 59.29% |
August 31, 2023 | 59.29% |
July 31, 2023 | 59.29% |
June 30, 2023 | 59.29% |
May 31, 2023 | 59.29% |
April 30, 2023 | 59.29% |
March 31, 2023 | 59.29% |
February 28, 2023 | 59.29% |
January 31, 2023 | 59.29% |
December 31, 2022 | 59.29% |
November 30, 2022 | 59.29% |
October 31, 2022 | 59.29% |
September 30, 2022 | 59.29% |
August 31, 2022 | 59.29% |
July 31, 2022 | 59.29% |
June 30, 2022 | 59.29% |
May 31, 2022 | 59.29% |
April 30, 2022 | 59.29% |
Date | Value |
---|---|
March 31, 2022 | 59.29% |
February 28, 2022 | 59.29% |
January 31, 2022 | 59.29% |
December 31, 2021 | 59.29% |
November 30, 2021 | 59.29% |
October 31, 2021 | 59.29% |
September 30, 2021 | 59.29% |
August 31, 2021 | 59.29% |
July 31, 2021 | 59.29% |
June 30, 2021 | 59.29% |
May 31, 2021 | 59.29% |
April 30, 2021 | 59.29% |
March 31, 2021 | 59.29% |
February 28, 2021 | 59.29% |
January 31, 2021 | 59.29% |
December 31, 2020 | 59.29% |
November 30, 2020 | 59.29% |
October 31, 2020 | 59.29% |
September 30, 2020 | 59.29% |
August 31, 2020 | 59.29% |
July 31, 2020 | 59.29% |
June 30, 2020 | 59.29% |
May 31, 2020 | 59.29% |
April 30, 2020 | 59.29% |
March 31, 2020 | 59.29% |
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
36.27%
Minimum
May 2019
59.29%
Maximum
Mar 2020
55.45%
Average
59.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DXP Enterprises Inc | 77.28% |
MSC Industrial Direct Co Inc | 48.19% |
BlueLinx Holdings Inc | 91.71% |
Distribution Solutions Group Inc | 58.03% |
W.W. Grainger Inc | 41.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.66 |
Beta (5Y) | 1.097 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.34% |
Historical Sharpe Ratio (5Y) | 0.7464 |
Historical Sortino (5Y) | 0.9963 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.30% |