AGCO Corp (AGCO)
97.48
+5.50
(+5.98%)
USD |
NYSE |
Nov 21, 16:00
97.48
0.00 (0.00%)
After-Hours: 20:00
AGCO Max Drawdown (5Y): 54.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 54.07% |
September 30, 2024 | 54.07% |
August 31, 2024 | 54.07% |
July 31, 2024 | 54.07% |
June 30, 2024 | 54.07% |
May 31, 2024 | 54.07% |
April 30, 2024 | 54.07% |
March 31, 2024 | 54.07% |
February 29, 2024 | 54.07% |
January 31, 2024 | 54.07% |
December 31, 2023 | 54.07% |
November 30, 2023 | 54.07% |
October 31, 2023 | 54.07% |
September 30, 2023 | 54.07% |
August 31, 2023 | 54.07% |
July 31, 2023 | 54.07% |
June 30, 2023 | 54.07% |
May 31, 2023 | 54.07% |
April 30, 2023 | 54.07% |
March 31, 2023 | 54.07% |
February 28, 2023 | 54.07% |
January 31, 2023 | 54.07% |
December 31, 2022 | 54.07% |
November 30, 2022 | 54.07% |
October 31, 2022 | 54.07% |
Date | Value |
---|---|
September 30, 2022 | 54.07% |
August 31, 2022 | 54.07% |
July 31, 2022 | 54.07% |
June 30, 2022 | 54.07% |
May 31, 2022 | 54.07% |
April 30, 2022 | 54.07% |
March 31, 2022 | 54.07% |
February 28, 2022 | 54.07% |
January 31, 2022 | 54.07% |
December 31, 2021 | 54.07% |
November 30, 2021 | 54.07% |
October 31, 2021 | 54.07% |
September 30, 2021 | 54.07% |
August 31, 2021 | 54.07% |
July 31, 2021 | 54.07% |
June 30, 2021 | 54.07% |
May 31, 2021 | 54.07% |
April 30, 2021 | 54.07% |
March 31, 2021 | 54.07% |
February 28, 2021 | 54.07% |
January 31, 2021 | 54.07% |
December 31, 2020 | 54.07% |
November 30, 2020 | 54.07% |
October 31, 2020 | 54.07% |
September 30, 2020 | 54.07% |
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
33.05%
Minimum
Dec 2019
54.07%
Maximum
Mar 2020
52.68%
Average
54.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Lindsay Corp | 40.57% |
Titan International Inc | 92.14% |
Deere & Co | 37.91% |
Art's-Way Manufacturing Co Inc | 80.71% |
CEA Industries Inc | 98.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.416 |
Beta (5Y) | 1.248 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.63% |
Historical Sharpe Ratio (5Y) | 0.1877 |
Historical Sortino (5Y) | 0.3025 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.66% |