Allison Transmission Holdings Inc (ALSN)

108.95 +0.59 (+0.54%) USD  |  NYSE  |  Dec 24, 12:50
More

Allison Transmission Holdings Max Drawdown (5Y): 48.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for ALSN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Visteon Corp 70.89%
BorgWarner Inc 65.38%
Commercial Vehicle Group Inc 90.48%
Douglas Dynamics Inc 55.50%
Gentex Corp 35.99%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 6.165
Beta (5Y) 0.9851
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.50%
Historical Sharpe Ratio (5Y) 0.6336
Historical Sortino (5Y) 1.043
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.97%