Andersons Inc (ANDE)
56.51
+0.49
(+0.87%)
USD |
NASDAQ |
May 03, 16:00
56.57
+0.06
(+0.11%)
After-Hours: 20:00
Andersons Max Drawdown (5Y): 72.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 72.73% |
March 31, 2024 | 72.73% |
February 29, 2024 | 72.73% |
January 31, 2024 | 72.73% |
December 31, 2023 | 72.73% |
November 30, 2023 | 72.73% |
October 31, 2023 | 72.73% |
September 30, 2023 | 72.73% |
August 31, 2023 | 72.73% |
July 31, 2023 | 72.73% |
June 30, 2023 | 72.73% |
May 31, 2023 | 72.73% |
April 30, 2023 | 72.73% |
March 31, 2023 | 72.73% |
February 28, 2023 | 72.73% |
January 31, 2023 | 72.73% |
December 31, 2022 | 72.73% |
November 30, 2022 | 72.73% |
October 31, 2022 | 72.73% |
September 30, 2022 | 72.73% |
August 31, 2022 | 72.73% |
July 31, 2022 | 72.73% |
June 30, 2022 | 72.73% |
May 31, 2022 | 72.73% |
April 30, 2022 | 72.73% |
Date | Value |
---|---|
March 31, 2022 | 72.73% |
February 28, 2022 | 72.73% |
January 31, 2022 | 72.73% |
December 31, 2021 | 72.73% |
November 30, 2021 | 72.73% |
October 31, 2021 | 72.73% |
September 30, 2021 | 72.73% |
August 31, 2021 | 72.73% |
July 31, 2021 | 72.73% |
June 30, 2021 | 72.73% |
May 31, 2021 | 72.73% |
April 30, 2021 | 72.73% |
March 31, 2021 | 72.73% |
February 28, 2021 | 72.73% |
January 31, 2021 | 72.73% |
December 31, 2020 | 72.73% |
November 30, 2020 | 72.73% |
October 31, 2020 | 72.73% |
September 30, 2020 | 72.73% |
August 31, 2020 | 72.73% |
July 31, 2020 | 72.73% |
June 30, 2020 | 72.73% |
May 31, 2020 | 72.73% |
April 30, 2020 | 66.81% |
March 31, 2020 | 65.85% |
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
64.68%
Minimum
May 2019
72.73%
Maximum
May 2020
71.19%
Average
72.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Universal Corp | 45.68% |
Tarsier Ltd | 99.91% |
Sadot Group Inc | -- |
Amcon Distributing Co | 54.99% |
LQR House Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.915 |
Beta (5Y) | 0.6884 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.36% |
Historical Sharpe Ratio (5Y) | 0.2612 |
Historical Sortino (5Y) | 0.3947 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.92% |