Alta Equipment Group Inc (ALTG)
7.51
+0.06
(+0.81%)
USD |
NYSE |
Nov 21, 16:00
7.52
+0.01
(+0.13%)
Pre-Market: 20:00
Alta Equipment Group Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| United Rentals Inc | 63.26% |
| Herc Holdings Inc | 82.20% |
| H&E Equipment Services Inc | 76.53% |
| McGrath RentCorp | 43.97% |
| Willis Lease Finance Corp | 79.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.11 |
| Beta (5Y) | 1.670 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.86% |
| Historical Sharpe Ratio (5Y) | -0.168 |
| Historical Sortino (5Y) | -0.2423 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.92% |