Illinois Tool Works Inc (ITW)
243.92
+1.88
(+0.78%)
USD |
NYSE |
May 03, 16:00
243.97
+0.05
(+0.02%)
After-Hours: 20:00
Illinois Tool Works Max Drawdown (5Y): 37.85% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.85% |
March 31, 2024 | 37.85% |
February 29, 2024 | 37.85% |
January 31, 2024 | 37.85% |
December 31, 2023 | 37.85% |
November 30, 2023 | 37.85% |
October 31, 2023 | 37.85% |
September 30, 2023 | 37.85% |
August 31, 2023 | 37.85% |
July 31, 2023 | 37.85% |
June 30, 2023 | 37.85% |
May 31, 2023 | 37.85% |
April 30, 2023 | 37.85% |
March 31, 2023 | 37.85% |
February 28, 2023 | 37.85% |
January 31, 2023 | 37.85% |
December 31, 2022 | 37.85% |
November 30, 2022 | 37.85% |
October 31, 2022 | 37.85% |
September 30, 2022 | 37.85% |
August 31, 2022 | 37.85% |
July 31, 2022 | 37.85% |
June 30, 2022 | 37.85% |
May 31, 2022 | 37.85% |
April 30, 2022 | 37.85% |
Date | Value |
---|---|
March 31, 2022 | 37.85% |
February 28, 2022 | 37.85% |
January 31, 2022 | 37.85% |
December 31, 2021 | 37.85% |
November 30, 2021 | 37.85% |
October 31, 2021 | 37.85% |
September 30, 2021 | 37.85% |
August 31, 2021 | 37.85% |
July 31, 2021 | 37.85% |
June 30, 2021 | 37.85% |
May 31, 2021 | 37.85% |
April 30, 2021 | 37.85% |
March 31, 2021 | 37.85% |
February 28, 2021 | 37.85% |
January 31, 2021 | 37.85% |
December 31, 2020 | 37.85% |
November 30, 2020 | 37.85% |
October 31, 2020 | 37.85% |
September 30, 2020 | 37.85% |
August 31, 2020 | 37.85% |
July 31, 2020 | 37.85% |
June 30, 2020 | 37.85% |
May 31, 2020 | 37.85% |
April 30, 2020 | 37.85% |
March 31, 2020 | 37.85% |
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
32.32%
Minimum
May 2019
37.85%
Maximum
Mar 2020
36.93%
Average
37.85%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Nordson Corp | 44.23% |
American Superconductor Corp | 89.06% |
Taylor Devices Inc | 66.49% |
TPI Composites Inc | 97.57% |
Shapeways Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.722 |
Beta (5Y) | 1.141 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.22% |
Historical Sharpe Ratio (5Y) | 0.4303 |
Historical Sortino (5Y) | 0.643 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |