The Timken Co (TKR)
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May 01, 16:00
87.48
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After-Hours: 20:00
Timken Max Drawdown (5Y): 58.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 58.26% |
March 31, 2024 | 58.26% |
February 29, 2024 | 58.26% |
January 31, 2024 | 58.26% |
December 31, 2023 | 58.26% |
November 30, 2023 | 58.26% |
October 31, 2023 | 58.26% |
September 30, 2023 | 58.26% |
August 31, 2023 | 58.26% |
July 31, 2023 | 58.26% |
June 30, 2023 | 58.26% |
May 31, 2023 | 58.26% |
April 30, 2023 | 58.26% |
March 31, 2023 | 58.26% |
February 28, 2023 | 58.26% |
January 31, 2023 | 58.26% |
December 31, 2022 | 58.26% |
November 30, 2022 | 58.26% |
October 31, 2022 | 58.26% |
September 30, 2022 | 58.26% |
August 31, 2022 | 58.26% |
July 31, 2022 | 58.26% |
June 30, 2022 | 58.26% |
May 31, 2022 | 58.26% |
April 30, 2022 | 58.26% |
Date | Value |
---|---|
March 31, 2022 | 58.26% |
February 28, 2022 | 58.26% |
January 31, 2022 | 58.26% |
December 31, 2021 | 58.26% |
November 30, 2021 | 58.26% |
October 31, 2021 | 58.26% |
September 30, 2021 | 58.26% |
August 31, 2021 | 58.26% |
July 31, 2021 | 58.26% |
June 30, 2021 | 58.26% |
May 31, 2021 | 58.26% |
April 30, 2021 | 58.26% |
March 31, 2021 | 58.26% |
February 28, 2021 | 58.26% |
January 31, 2021 | 58.26% |
December 31, 2020 | 58.26% |
November 30, 2020 | 58.26% |
October 31, 2020 | 58.26% |
September 30, 2020 | 58.26% |
August 31, 2020 | 58.26% |
July 31, 2020 | 58.26% |
June 30, 2020 | 58.26% |
May 31, 2020 | 58.26% |
April 30, 2020 | 58.26% |
March 31, 2020 | 58.26% |
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
51.01%
Minimum
May 2019
58.26%
Maximum
Mar 2020
57.05%
Average
58.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
RBC Bearings Inc | 55.06% |
Ingersoll Rand Inc | 50.27% |
Cadre Holdings Inc | -- |
Caterpillar Inc | 43.36% |
Ault Alliance Inc | 100.00% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.497 |
Beta (5Y) | 1.511 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.22% |
Historical Sharpe Ratio (5Y) | 0.349 |
Historical Sortino (5Y) | 0.5082 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.38% |