AAON Inc (AAON)
135.56
+3.51
(+2.66%)
USD |
NASDAQ |
Nov 21, 16:00
138.99
+3.43
(+2.53%)
After-Hours: 20:00
AAON Max Drawdown (5Y): 42.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.39% |
| September 30, 2024 | 42.39% |
| August 31, 2024 | 42.39% |
| July 31, 2024 | 42.39% |
| June 30, 2024 | 42.39% |
| May 31, 2024 | 42.39% |
| April 30, 2024 | 42.39% |
| March 31, 2024 | 42.39% |
| February 29, 2024 | 42.39% |
| January 31, 2024 | 42.39% |
| December 31, 2023 | 42.39% |
| November 30, 2023 | 42.39% |
| October 31, 2023 | 42.39% |
| September 30, 2023 | 42.39% |
| August 31, 2023 | 42.39% |
| July 31, 2023 | 42.39% |
| June 30, 2023 | 42.39% |
| May 31, 2023 | 42.39% |
| April 30, 2023 | 42.39% |
| March 31, 2023 | 42.39% |
| February 28, 2023 | 42.39% |
| January 31, 2023 | 42.39% |
| December 31, 2022 | 42.39% |
| November 30, 2022 | 42.39% |
| October 31, 2022 | 42.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.39% |
| August 31, 2022 | 42.39% |
| July 31, 2022 | 42.39% |
| June 30, 2022 | 42.39% |
| May 31, 2022 | 42.39% |
| April 30, 2022 | 41.42% |
| March 31, 2022 | 37.28% |
| February 28, 2022 | 31.94% |
| January 31, 2022 | 30.96% |
| December 31, 2021 | 30.96% |
| November 30, 2021 | 30.96% |
| October 31, 2021 | 30.96% |
| September 30, 2021 | 30.96% |
| August 31, 2021 | 30.96% |
| July 31, 2021 | 30.96% |
| June 30, 2021 | 30.96% |
| May 31, 2021 | 30.96% |
| April 30, 2021 | 30.96% |
| March 31, 2021 | 30.96% |
| February 28, 2021 | 30.96% |
| January 31, 2021 | 30.96% |
| December 31, 2020 | 30.96% |
| November 30, 2020 | 30.96% |
| October 31, 2020 | 30.96% |
| September 30, 2020 | 30.96% |
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
25.78%
Minimum
Nov 2019
42.39%
Maximum
May 2022
36.63%
Average
41.91%
Median
Max Drawdown (5Y) Benchmarks
| Lennox International Inc | 46.87% |
| Limbach Holdings Inc | 84.10% |
| Northwest Pipe Co | 46.50% |
| CECO Environmental Corp | 74.13% |
| Fuel Tech Inc | 87.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.78 |
| Beta (5Y) | 0.7939 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.81% |
| Historical Sharpe Ratio (5Y) | 0.7764 |
| Historical Sortino (5Y) | 1.535 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.84% |