ABM Industries Inc (ABM)
54.18
+1.09
(+2.05%)
USD |
NYSE |
Nov 04, 16:00
54.20
+0.02
(+0.04%)
Pre-Market: 20:00
ABM Industries Max Drawdown (5Y): 51.98% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.98% |
| September 30, 2024 | 51.98% |
| August 31, 2024 | 51.98% |
| July 31, 2024 | 51.98% |
| June 30, 2024 | 51.98% |
| May 31, 2024 | 51.98% |
| April 30, 2024 | 51.98% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
51.98%
Maximum
Mar 2020
51.23%
Average
51.98%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Perma-Fix Environmental Services Inc | 65.61% |
| BrightView Holdings Inc | 77.39% |
| Brady Corp | 36.21% |
| Barrett Business Services Inc | 69.53% |
| Cintas Corp | 48.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.149 |
| Beta (5Y) | 1.139 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.85% |
| Historical Sharpe Ratio (5Y) | 0.2166 |
| Historical Sortino (5Y) | 0.3099 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.33% |