AMETEK Inc (AME)
170.39
-5.17
(-2.94%)
USD |
NYSE |
Mar 28, 16:00
170.00
-0.39
(-0.23%)
After-Hours: 20:00
AMETEK Max Drawdown (5Y): 42.70% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Maximum
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Median
Max Drawdown (5Y) Benchmarks
| Crane Co | -- |
| Flowserve Corp | 64.82% |
| Graco Inc | 30.60% |
| Rockwell Automation Inc | 45.09% |
| Emerson Electric Co | 50.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.9961 |
| Beta (5Y) | 1.142 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.12% |
| Historical Sharpe Ratio (5Y) | 0.7264 |
| Historical Sortino (5Y) | 1.673 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.27% |