Advanced Drainage Systems Inc (WMS)
168.43
-1.06
(-0.63%)
USD |
NYSE |
May 07, 10:02
Advanced Drainage Systems Max Drawdown (5Y): 53.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.57% |
March 31, 2024 | 53.57% |
February 29, 2024 | 53.57% |
January 31, 2024 | 53.57% |
December 31, 2023 | 53.57% |
November 30, 2023 | 53.57% |
October 31, 2023 | 53.57% |
September 30, 2023 | 53.57% |
August 31, 2023 | 53.57% |
July 31, 2023 | 53.57% |
June 30, 2023 | 53.57% |
May 31, 2023 | 53.57% |
April 30, 2023 | 53.57% |
March 31, 2023 | 53.57% |
February 28, 2023 | 53.57% |
January 31, 2023 | 53.57% |
December 31, 2022 | 53.57% |
November 30, 2022 | 53.57% |
October 31, 2022 | 53.57% |
September 30, 2022 | 53.57% |
August 31, 2022 | 53.57% |
July 31, 2022 | 53.57% |
June 30, 2022 | 53.57% |
May 31, 2022 | 53.57% |
April 30, 2022 | 53.57% |
Date | Value |
---|---|
March 31, 2022 | 53.57% |
February 28, 2022 | 53.57% |
January 31, 2022 | 53.57% |
December 31, 2021 | 53.57% |
November 30, 2021 | 53.57% |
October 31, 2021 | 53.57% |
September 30, 2021 | 53.57% |
August 31, 2021 | 53.57% |
July 31, 2021 | 53.57% |
June 30, 2021 | 53.57% |
May 31, 2021 | 53.57% |
April 30, 2021 | 53.57% |
March 31, 2021 | 53.57% |
February 28, 2021 | 53.57% |
January 31, 2021 | 53.57% |
December 31, 2020 | 53.57% |
November 30, 2020 | 53.57% |
October 31, 2020 | 53.57% |
September 30, 2020 | 53.57% |
August 31, 2020 | 53.57% |
July 31, 2020 | 53.57% |
June 30, 2020 | 53.57% |
May 31, 2020 | 53.57% |
April 30, 2020 | 53.57% |
March 31, 2020 | 53.57% |
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
47.51%
Minimum
Dec 2019
71.12%
Maximum
May 2019
54.12%
Average
53.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acuity Brands Inc | 74.22% |
Enovis Corp | 72.19% |
EnerSys | 56.24% |
Oshkosh Corp | 48.68% |
Regal Rexnord Corp | 42.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 24.04 |
Beta (5Y) | 1.510 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.64% |
Historical Sharpe Ratio (5Y) | 0.8579 |
Historical Sortino (5Y) | 1.308 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.04% |