Powell Industries Inc (POWL)
148.82
+2.51
(+1.72%)
USD |
NASDAQ |
Apr 26, 16:00
148.94
+0.12
(+0.08%)
Pre-Market: 20:00
Powell Industries Max Drawdown (5Y): 68.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.84% |
February 29, 2024 | 68.84% |
January 31, 2024 | 68.84% |
December 31, 2023 | 68.84% |
November 30, 2023 | 68.84% |
October 31, 2023 | 68.84% |
September 30, 2023 | 68.84% |
August 31, 2023 | 68.84% |
July 31, 2023 | 68.84% |
June 30, 2023 | 68.84% |
May 31, 2023 | 68.84% |
April 30, 2023 | 68.84% |
March 31, 2023 | 68.84% |
February 28, 2023 | 68.84% |
January 31, 2023 | 68.84% |
December 31, 2022 | 68.84% |
November 30, 2022 | 68.84% |
October 31, 2022 | 68.84% |
September 30, 2022 | 68.84% |
August 31, 2022 | 68.84% |
July 31, 2022 | 68.84% |
June 30, 2022 | 68.84% |
May 31, 2022 | 68.84% |
April 30, 2022 | 68.84% |
March 31, 2022 | 68.84% |
Date | Value |
---|---|
February 28, 2022 | 68.84% |
January 31, 2022 | 68.84% |
December 31, 2021 | 68.84% |
November 30, 2021 | 68.84% |
October 31, 2021 | 68.84% |
September 30, 2021 | 68.84% |
August 31, 2021 | 68.84% |
July 31, 2021 | 68.84% |
June 30, 2021 | 68.84% |
May 31, 2021 | 68.84% |
April 30, 2021 | 68.84% |
March 31, 2021 | 68.84% |
February 28, 2021 | 68.84% |
January 31, 2021 | 68.84% |
December 31, 2020 | 68.84% |
November 30, 2020 | 68.84% |
October 31, 2020 | 68.84% |
September 30, 2020 | 68.84% |
August 31, 2020 | 68.84% |
July 31, 2020 | 68.84% |
June 30, 2020 | 68.84% |
May 31, 2020 | 68.84% |
April 30, 2020 | 68.84% |
March 31, 2020 | 68.84% |
February 29, 2020 | 65.29% |
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
65.29%
Minimum
Apr 2019
68.84%
Maximum
Mar 2020
68.19%
Average
68.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
EnerSys | 56.24% |
Emerson Electric Co | 50.76% |
Franklin Electric Co Inc | 32.02% |
Servotronics Inc | 55.06% |
Pioneer Power Solutions Inc | 89.67% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 31.88 |
Beta (5Y) | 0.7945 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.24% |
Historical Sharpe Ratio (5Y) | 0.6577 |
Historical Sortino (5Y) | 1.496 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.64% |