Allegion PLC (ALLE)
141.38
-0.03
(-0.02%)
USD |
NYSE |
Nov 22, 16:00
141.39
+0.01
(+0.01%)
After-Hours: 20:00
Allegion Max Drawdown (5Y): 43.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.23% |
| September 30, 2024 | 43.23% |
| August 31, 2024 | 43.23% |
| July 31, 2024 | 43.23% |
| June 30, 2024 | 43.23% |
| May 31, 2024 | 43.23% |
| April 30, 2024 | 43.23% |
| March 31, 2024 | 43.23% |
| February 29, 2024 | 43.23% |
| January 31, 2024 | 43.23% |
| December 31, 2023 | 43.23% |
| November 30, 2023 | 43.23% |
| October 31, 2023 | 43.23% |
| September 30, 2023 | 43.23% |
| August 31, 2023 | 43.23% |
| July 31, 2023 | 43.23% |
| June 30, 2023 | 43.23% |
| May 31, 2023 | 43.23% |
| April 30, 2023 | 43.23% |
| March 31, 2023 | 43.23% |
| February 28, 2023 | 43.23% |
| January 31, 2023 | 43.23% |
| December 31, 2022 | 43.23% |
| November 30, 2022 | 43.23% |
| October 31, 2022 | 43.23% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.23% |
| August 31, 2022 | 43.23% |
| July 31, 2022 | 43.23% |
| June 30, 2022 | 43.23% |
| May 31, 2022 | 43.23% |
| April 30, 2022 | 43.23% |
| March 31, 2022 | 43.23% |
| February 28, 2022 | 43.23% |
| January 31, 2022 | 43.23% |
| December 31, 2021 | 43.23% |
| November 30, 2021 | 43.23% |
| October 31, 2021 | 43.23% |
| September 30, 2021 | 43.23% |
| August 31, 2021 | 43.23% |
| July 31, 2021 | 43.23% |
| June 30, 2021 | 43.23% |
| May 31, 2021 | 43.23% |
| April 30, 2021 | 43.23% |
| March 31, 2021 | 43.23% |
| February 28, 2021 | 43.23% |
| January 31, 2021 | 43.23% |
| December 31, 2020 | 43.23% |
| November 30, 2020 | 43.23% |
| October 31, 2020 | 43.23% |
| September 30, 2020 | 43.23% |
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
20.84%
Minimum
Nov 2019
43.23%
Maximum
Mar 2020
41.73%
Average
43.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Brady Corp | 36.21% |
| The GEO Group Inc | 77.74% |
| Ameriguard Security Services Inc | 98.89% |
| Global Digital Solutions Inc | 100.00% |
| ADT Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.55 |
| Beta (5Y) | 1.115 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.45% |
| Historical Sharpe Ratio (5Y) | 0.1036 |
| Historical Sortino (5Y) | 0.1534 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.16% |