Alamo Group Inc (ALG)
198.99
-5.21
(-2.55%)
USD |
NYSE |
Apr 25, 16:00
198.99
0.00 (0.00%)
After-Hours: 16:33
Alamo Group Max Drawdown (5Y): 42.47% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.47% |
February 29, 2024 | 42.47% |
January 31, 2024 | 42.47% |
December 31, 2023 | 42.47% |
November 30, 2023 | 42.47% |
October 31, 2023 | 42.47% |
September 30, 2023 | 42.47% |
August 31, 2023 | 42.47% |
July 31, 2023 | 42.47% |
June 30, 2023 | 42.47% |
May 31, 2023 | 42.47% |
April 30, 2023 | 42.47% |
March 31, 2023 | 42.47% |
February 28, 2023 | 42.47% |
January 31, 2023 | 42.47% |
December 31, 2022 | 42.47% |
November 30, 2022 | 42.47% |
October 31, 2022 | 42.47% |
September 30, 2022 | 42.47% |
August 31, 2022 | 42.47% |
July 31, 2022 | 42.47% |
June 30, 2022 | 42.47% |
May 31, 2022 | 42.47% |
April 30, 2022 | 42.47% |
March 31, 2022 | 42.47% |
Date | Value |
---|---|
February 28, 2022 | 42.47% |
January 31, 2022 | 42.47% |
December 31, 2021 | 42.47% |
November 30, 2021 | 42.47% |
October 31, 2021 | 42.47% |
September 30, 2021 | 42.47% |
August 31, 2021 | 42.47% |
July 31, 2021 | 42.47% |
June 30, 2021 | 42.47% |
May 31, 2021 | 42.47% |
April 30, 2021 | 42.47% |
March 31, 2021 | 42.47% |
February 28, 2021 | 42.47% |
January 31, 2021 | 42.47% |
December 31, 2020 | 42.47% |
November 30, 2020 | 42.47% |
October 31, 2020 | 42.47% |
September 30, 2020 | 42.47% |
August 31, 2020 | 42.47% |
July 31, 2020 | 42.47% |
June 30, 2020 | 42.47% |
May 31, 2020 | 42.47% |
April 30, 2020 | 42.47% |
March 31, 2020 | 42.47% |
February 29, 2020 | 38.25% |
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
38.25%
Minimum
Apr 2019
42.47%
Maximum
Mar 2020
41.70%
Average
42.47%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deere & Co | 37.91% |
Art's-Way Manufacturing Co Inc | 75.24% |
Ideanomics Inc | 99.87% |
CEA Industries Inc | 98.77% |
Urban-gro Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.981 |
Beta (5Y) | 1.038 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.85% |
Historical Sharpe Ratio (5Y) | 0.5539 |
Historical Sortino (5Y) | 0.773 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.89% |