ABM Industries Inc (ABM)
44.36
-0.17
(-0.38%)
USD |
NYSE |
Apr 25, 16:00
44.36
0.00 (0.00%)
After-Hours: 20:00
ABM Industries Max Drawdown (5Y): 51.98% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 51.98% |
February 29, 2024 | 51.98% |
January 31, 2024 | 51.98% |
December 31, 2023 | 51.98% |
November 30, 2023 | 51.98% |
October 31, 2023 | 51.98% |
September 30, 2023 | 51.98% |
August 31, 2023 | 51.98% |
July 31, 2023 | 51.98% |
June 30, 2023 | 51.98% |
May 31, 2023 | 51.98% |
April 30, 2023 | 51.98% |
March 31, 2023 | 51.98% |
February 28, 2023 | 51.98% |
January 31, 2023 | 51.98% |
December 31, 2022 | 51.98% |
November 30, 2022 | 51.98% |
October 31, 2022 | 51.98% |
September 30, 2022 | 51.98% |
August 31, 2022 | 51.98% |
July 31, 2022 | 51.98% |
June 30, 2022 | 51.98% |
May 31, 2022 | 51.98% |
April 30, 2022 | 51.98% |
March 31, 2022 | 51.98% |
Date | Value |
---|---|
February 28, 2022 | 51.98% |
January 31, 2022 | 51.98% |
December 31, 2021 | 51.98% |
November 30, 2021 | 51.98% |
October 31, 2021 | 51.98% |
September 30, 2021 | 51.98% |
August 31, 2021 | 51.98% |
July 31, 2021 | 51.98% |
June 30, 2021 | 51.98% |
May 31, 2021 | 51.98% |
April 30, 2021 | 51.98% |
March 31, 2021 | 51.98% |
February 28, 2021 | 51.98% |
January 31, 2021 | 51.98% |
December 31, 2020 | 51.98% |
November 30, 2020 | 51.98% |
October 31, 2020 | 51.98% |
September 30, 2020 | 51.98% |
August 31, 2020 | 51.98% |
July 31, 2020 | 51.98% |
June 30, 2020 | 51.98% |
May 31, 2020 | 51.98% |
April 30, 2020 | 51.98% |
March 31, 2020 | 51.98% |
February 29, 2020 | 40.70% |
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
40.70%
Minimum
Apr 2019
51.98%
Maximum
Mar 2020
49.91%
Average
51.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Equifax Inc | 49.12% |
Avalon Holdings Corp | 88.49% |
Compx International Inc | 37.85% |
GEE Group Inc | 98.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.87 |
Beta (5Y) | 1.158 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.85% |
Historical Sharpe Ratio (5Y) | 0.122 |
Historical Sortino (5Y) | 0.1772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.39% |