AGCO Corp (AGCO)
116.27
-0.80
(-0.68%)
USD |
NYSE |
Apr 17, 16:00
116.27
0.00 (0.00%)
After-Hours: 20:00
AGCO Max Drawdown (5Y): 54.07% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 54.07% |
| July 31, 2020 | 54.07% |
| June 30, 2020 | 54.07% |
| May 31, 2020 | 54.07% |
| April 30, 2020 | 54.07% |
| March 31, 2020 | 54.07% |
| February 29, 2020 | 33.05% |
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
Oct 2019
54.07%
Maximum
Mar 2020
50.31%
Average
54.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Deere & Co | 37.91% |
| Lindsay Corp | 40.57% |
| Art's-Way Manufacturing Co Inc | 75.24% |
| Ideanomics Inc | 99.87% |
| CEA Industries Inc | 98.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.735 |
| Beta (5Y) | 1.313 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.78% |
| Historical Sharpe Ratio (5Y) | 0.3747 |
| Historical Sortino (5Y) | 0.5922 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.70% |