Allison Transmission Holdings Inc (ALSN)
118.22
+0.11
(+0.09%)
USD |
NYSE |
Nov 22, 09:30
Allison Transmission Holdings Max Drawdown (5Y): 48.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 48.67% |
| September 30, 2024 | 48.67% |
| August 31, 2024 | 48.67% |
| July 31, 2024 | 48.67% |
| June 30, 2024 | 48.67% |
| May 31, 2024 | 48.67% |
| April 30, 2024 | 48.67% |
| March 31, 2024 | 48.67% |
| February 29, 2024 | 48.67% |
| January 31, 2024 | 48.67% |
| December 31, 2023 | 48.67% |
| November 30, 2023 | 48.67% |
| October 31, 2023 | 48.67% |
| September 30, 2023 | 48.67% |
| August 31, 2023 | 48.67% |
| July 31, 2023 | 48.67% |
| June 30, 2023 | 48.67% |
| May 31, 2023 | 48.67% |
| April 30, 2023 | 48.67% |
| March 31, 2023 | 48.67% |
| February 28, 2023 | 48.67% |
| January 31, 2023 | 48.67% |
| December 31, 2022 | 48.67% |
| November 30, 2022 | 48.67% |
| October 31, 2022 | 48.67% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.67% |
| August 31, 2022 | 48.67% |
| July 31, 2022 | 48.67% |
| June 30, 2022 | 48.67% |
| May 31, 2022 | 48.67% |
| April 30, 2022 | 48.67% |
| March 31, 2022 | 48.67% |
| February 28, 2022 | 48.67% |
| January 31, 2022 | 48.67% |
| December 31, 2021 | 48.67% |
| November 30, 2021 | 48.67% |
| October 31, 2021 | 48.67% |
| September 30, 2021 | 48.67% |
| August 31, 2021 | 48.67% |
| July 31, 2021 | 48.67% |
| June 30, 2021 | 48.67% |
| May 31, 2021 | 48.67% |
| April 30, 2021 | 48.67% |
| March 31, 2021 | 48.67% |
| February 28, 2021 | 48.67% |
| January 31, 2021 | 48.67% |
| December 31, 2020 | 48.67% |
| November 30, 2020 | 48.67% |
| October 31, 2020 | 48.67% |
| September 30, 2020 | 48.67% |
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
35.96%
Minimum
Nov 2019
48.67%
Maximum
Mar 2020
47.82%
Average
48.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Douglas Dynamics Inc | 55.50% |
| Visteon Corp | 70.89% |
| BorgWarner Inc | 65.38% |
| Commercial Vehicle Group Inc | 90.48% |
| Gentex Corp | 35.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.739 |
| Beta (5Y) | 0.9821 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.73% |
| Historical Sharpe Ratio (5Y) | 0.653 |
| Historical Sortino (5Y) | 1.056 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |