Allegion PLC (ALLE)

132.92 +0.79 (+0.60%) USD  |  NYSE  |  Dec 24, 13:00
132.92 0.00 (0.00%) After-Hours: 13:15
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Allegion Max Drawdown (5Y): 43.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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ADT Inc 67.16%
Brady Corp 36.21%
MSA Safety Inc 38.39%
The GEO Group Inc 77.74%
Ameriguard Security Services Inc 99.51%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -12.44
Beta (5Y) 1.101
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.54%
Historical Sharpe Ratio (5Y) 0.0824
Historical Sortino (5Y) 0.1237
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.16%