Asbury Automotive Group Inc (ABG)
237.11
+9.13
(+4.00%)
USD |
NYSE |
Nov 04, 16:00
237.11
0.00 (0.00%)
After-Hours: 20:00
Asbury Automotive Group Max Drawdown (5Y): 65.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.68% |
| September 30, 2024 | 65.68% |
| August 31, 2024 | 65.68% |
| July 31, 2024 | 65.68% |
| June 30, 2024 | 65.68% |
| May 31, 2024 | 65.68% |
| April 30, 2024 | 65.68% |
| March 31, 2024 | 65.68% |
| February 29, 2024 | 65.68% |
| January 31, 2024 | 65.68% |
| December 31, 2023 | 65.68% |
| November 30, 2023 | 65.68% |
| October 31, 2023 | 65.68% |
| September 30, 2023 | 65.68% |
| August 31, 2023 | 65.68% |
| July 31, 2023 | 65.68% |
| June 30, 2023 | 65.68% |
| May 31, 2023 | 65.68% |
| April 30, 2023 | 65.68% |
| March 31, 2023 | 65.68% |
| February 28, 2023 | 65.68% |
| January 31, 2023 | 65.68% |
| December 31, 2022 | 65.68% |
| November 30, 2022 | 65.68% |
| October 31, 2022 | 65.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.68% |
| August 31, 2022 | 65.68% |
| July 31, 2022 | 65.68% |
| June 30, 2022 | 65.68% |
| May 31, 2022 | 65.68% |
| April 30, 2022 | 65.68% |
| March 31, 2022 | 65.68% |
| February 28, 2022 | 65.68% |
| January 31, 2022 | 65.68% |
| December 31, 2021 | 65.68% |
| November 30, 2021 | 65.68% |
| October 31, 2021 | 65.68% |
| September 30, 2021 | 65.68% |
| August 31, 2021 | 65.68% |
| July 31, 2021 | 65.68% |
| June 30, 2021 | 65.68% |
| May 31, 2021 | 65.68% |
| April 30, 2021 | 65.68% |
| March 31, 2021 | 65.68% |
| February 28, 2021 | 65.68% |
| January 31, 2021 | 65.68% |
| December 31, 2020 | 65.68% |
| November 30, 2020 | 65.68% |
| October 31, 2020 | 65.68% |
| September 30, 2020 | 65.68% |
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
52.83%
Minimum
Nov 2019
65.68%
Maximum
Apr 2020
64.79%
Average
65.68%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| AutoNation Inc | 65.94% |
| Lithia Motors Inc | 61.15% |
| Sonic Automotive Inc | 70.77% |
| Rush Enterprises Inc | 47.89% |
| ACV Auctions Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.209 |
| Beta (5Y) | 1.164 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.40% |
| Historical Sharpe Ratio (5Y) | 0.3193 |
| Historical Sortino (5Y) | 0.4812 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.33% |