Altra Industrial Motion Corp (AIMC)
60.93
-0.50 (-0.81%)
USD |
NASDAQ |
Mar 22, 16:00
60.93
0.00 (0.00%)
After-Hours: 20:00
Altra Industrial Motion Max Drawdown (5Y): 74.37% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 28, 2023 | 74.37% |
January 31, 2023 | 74.37% |
December 31, 2022 | 74.37% |
November 30, 2022 | 74.37% |
October 31, 2022 | 74.37% |
September 30, 2022 | 74.37% |
August 31, 2022 | 74.37% |
July 31, 2022 | 74.37% |
June 30, 2022 | 74.37% |
May 31, 2022 | 74.37% |
April 30, 2022 | 74.37% |
March 31, 2022 | 74.37% |
February 28, 2022 | 74.37% |
January 31, 2022 | 74.37% |
December 31, 2021 | 74.37% |
November 30, 2021 | 74.37% |
October 31, 2021 | 74.37% |
September 30, 2021 | 74.37% |
August 31, 2021 | 74.37% |
July 31, 2021 | 74.37% |
June 30, 2021 | 74.37% |
May 31, 2021 | 74.37% |
April 30, 2021 | 74.37% |
March 31, 2021 | 74.37% |
February 28, 2021 | 74.37% |
Date | Value |
---|---|
January 31, 2021 | 74.37% |
December 31, 2020 | 74.37% |
November 30, 2020 | 74.37% |
October 31, 2020 | 74.37% |
September 30, 2020 | 74.37% |
August 31, 2020 | 74.37% |
July 31, 2020 | 74.37% |
June 30, 2020 | 74.37% |
May 31, 2020 | 74.37% |
April 30, 2020 | 74.37% |
March 31, 2020 | 74.37% |
February 29, 2020 | 54.44% |
January 31, 2020 | 54.44% |
December 31, 2019 | 54.44% |
November 30, 2019 | 54.44% |
October 31, 2019 | 54.44% |
September 30, 2019 | 54.44% |
August 31, 2019 | 54.44% |
July 31, 2019 | 54.44% |
June 30, 2019 | 54.44% |
May 31, 2019 | 54.44% |
April 30, 2019 | 54.44% |
March 31, 2019 | 54.44% |
February 28, 2019 | 54.44% |
January 31, 2019 | 54.44% |
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
42.54%
Minimum
Mar 2018
74.37%
Maximum
Mar 2020
64.61%
Average
74.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Solid Power Inc | -- |
Capstone Green Energy Corp | 99.09% |
Twin Disc Inc | 84.84% |
Cummins Inc | 44.05% |
NuScale Power Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.89 |
Beta (5Y) | 2.142 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.51% |
Historical Sharpe Ratio (5Y) | 0.445 |
Historical Sortino (5Y) | 0.7601 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.50% |