Alta Equipment Group Inc (ALTG)
6.44
-0.23
(-3.45%)
USD |
NYSE |
Nov 05, 16:00
6.44
0.00 (0.00%)
After-Hours: 18:20
Alta Equipment Group Max Drawdown (5Y): 71.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 71.16% |
| August 31, 2024 | 71.16% |
| July 31, 2024 | 64.62% |
| June 30, 2024 | 64.62% |
| May 31, 2024 | 64.62% |
| April 30, 2024 | 64.62% |
| March 31, 2024 | 64.62% |
| February 29, 2024 | 64.62% |
| January 31, 2024 | 64.62% |
| December 31, 2023 | 64.62% |
| November 30, 2023 | 64.62% |
| October 31, 2023 | 64.62% |
| September 30, 2023 | 64.62% |
| August 31, 2023 | 64.62% |
| July 31, 2023 | 64.62% |
| June 30, 2023 | 64.62% |
| May 31, 2023 | 64.62% |
| April 30, 2023 | 64.62% |
| March 31, 2023 | 64.62% |
| February 28, 2023 | 64.62% |
| January 31, 2023 | 64.62% |
| December 31, 2022 | 64.62% |
| November 30, 2022 | 64.62% |
| October 31, 2022 | 64.62% |
| September 30, 2022 | 64.62% |
| Date | Value |
|---|---|
| August 31, 2022 | 64.62% |
| July 31, 2022 | 64.62% |
| June 30, 2022 | 64.62% |
| May 31, 2022 | 64.62% |
| April 30, 2022 | 64.62% |
| March 31, 2022 | 64.62% |
| February 28, 2022 | 64.62% |
| January 31, 2022 | 64.62% |
| December 31, 2021 | 64.62% |
| November 30, 2021 | 64.62% |
| October 31, 2021 | 64.62% |
| September 30, 2021 | 64.62% |
| August 31, 2021 | 64.62% |
| July 31, 2021 | 64.62% |
| June 30, 2021 | 64.62% |
| May 31, 2021 | 64.62% |
| April 30, 2021 | 64.62% |
| March 31, 2021 | 64.62% |
| February 28, 2021 | 64.62% |
| January 31, 2021 | 64.62% |
| December 31, 2020 | 64.62% |
| November 30, 2020 | 64.62% |
| October 31, 2020 | 64.62% |
| September 30, 2020 | 64.62% |
| August 31, 2020 | 64.62% |
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
1.30%
Minimum
Nov 2019
71.16%
Maximum
Aug 2024
60.82%
Average
64.62%
Median
Mar 2020
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) | -31.70 |
| Beta (5Y) | 1.668 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.80% |
| Historical Sharpe Ratio (5Y) | -0.1567 |
| Historical Sortino (5Y) | -0.2239 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.92% |