AGCO Corp (AGCO)
95.07
+0.17
(+0.18%)
USD |
NYSE |
Mar 25, 16:00
95.07
0.00 (0.00%)
After-Hours: 20:00
AGCO Max Drawdown (5Y): 54.07% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Deere & Co | 37.91% |
| Lindsay Corp | 40.57% |
| Titan International Inc | 92.14% |
| Art's-Way Manufacturing Co Inc | 80.71% |
| CEA Industries Inc | 98.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.540 |
| Beta (5Y) | 1.240 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.34% |
| Historical Sharpe Ratio (5Y) | 0.3462 |
| Historical Sortino (5Y) | 0.6736 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.25% |