ITT Inc (ITT)
130.83
-1.75
(-1.32%)
USD |
NYSE |
Apr 30, 13:58
ITT Max Drawdown (5Y): 49.53% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 49.53% |
February 29, 2024 | 49.53% |
January 31, 2024 | 49.53% |
December 31, 2023 | 49.53% |
November 30, 2023 | 49.53% |
October 31, 2023 | 49.53% |
September 30, 2023 | 49.53% |
August 31, 2023 | 49.53% |
July 31, 2023 | 49.53% |
June 30, 2023 | 49.53% |
May 31, 2023 | 49.53% |
April 30, 2023 | 49.53% |
March 31, 2023 | 49.53% |
February 28, 2023 | 49.53% |
January 31, 2023 | 49.53% |
December 31, 2022 | 49.53% |
November 30, 2022 | 49.53% |
October 31, 2022 | 49.53% |
September 30, 2022 | 49.53% |
August 31, 2022 | 49.53% |
July 31, 2022 | 49.53% |
June 30, 2022 | 49.53% |
May 31, 2022 | 49.53% |
April 30, 2022 | 49.53% |
March 31, 2022 | 49.53% |
Date | Value |
---|---|
February 28, 2022 | 49.53% |
January 31, 2022 | 49.53% |
December 31, 2021 | 49.53% |
November 30, 2021 | 49.53% |
October 31, 2021 | 49.53% |
September 30, 2021 | 49.53% |
August 31, 2021 | 49.53% |
July 31, 2021 | 49.53% |
June 30, 2021 | 49.53% |
May 31, 2021 | 49.53% |
April 30, 2021 | 49.53% |
March 31, 2021 | 49.53% |
February 28, 2021 | 49.53% |
January 31, 2021 | 49.53% |
December 31, 2020 | 49.53% |
November 30, 2020 | 49.53% |
October 31, 2020 | 49.53% |
September 30, 2020 | 49.53% |
August 31, 2020 | 49.53% |
July 31, 2020 | 49.53% |
June 30, 2020 | 49.53% |
May 31, 2020 | 49.53% |
April 30, 2020 | 49.53% |
March 31, 2020 | 49.53% |
February 29, 2020 | 38.24% |
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
38.24%
Minimum
Apr 2019
49.53%
Maximum
Mar 2020
47.46%
Average
49.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Enerpac Tool Group Corp | 53.61% |
Dover Corp | 45.23% |
Illinois Tool Works Inc | 37.85% |
American Superconductor Corp | 89.06% |
Nordson Corp | 44.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.7159 |
Beta (5Y) | 1.430 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.57% |
Historical Sharpe Ratio (5Y) | 0.5511 |
Historical Sortino (5Y) | 0.7635 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |