AMETEK Inc (AME)

183.36 +1.25 (+0.69%) USD  |  NYSE  |  Dec 20, 16:00
183.34 -0.02 (-0.01%) After-Hours: 20:00
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AMETEK Max Drawdown (5Y): 42.70% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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IDEX Corp 35.52%
Broadwind Inc 87.35%
Ocean Power Technologies Inc 99.88%
SIFCO Industries Inc 91.73%
Nuburu Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.560
Beta (5Y) 1.151
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.28%
Historical Sharpe Ratio (5Y) 0.5069
Historical Sortino (5Y) 0.7067
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.13%