AMETEK Inc (AME)
195.76
+2.43
(+1.26%)
USD |
NYSE |
Nov 21, 16:00
195.69
-0.07
(-0.04%)
Pre-Market: 08:51
AMETEK Max Drawdown (5Y): 42.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.70% |
| September 30, 2024 | 42.70% |
| August 31, 2024 | 42.70% |
| July 31, 2024 | 42.70% |
| June 30, 2024 | 42.70% |
| May 31, 2024 | 42.70% |
| April 30, 2024 | 42.70% |
| March 31, 2024 | 42.70% |
| February 29, 2024 | 42.70% |
| January 31, 2024 | 42.70% |
| December 31, 2023 | 42.70% |
| November 30, 2023 | 42.70% |
| October 31, 2023 | 42.70% |
| September 30, 2023 | 42.70% |
| August 31, 2023 | 42.70% |
| July 31, 2023 | 42.70% |
| June 30, 2023 | 42.70% |
| May 31, 2023 | 42.70% |
| April 30, 2023 | 42.70% |
| March 31, 2023 | 42.70% |
| February 28, 2023 | 42.70% |
| January 31, 2023 | 42.70% |
| December 31, 2022 | 42.70% |
| November 30, 2022 | 42.70% |
| October 31, 2022 | 42.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.70% |
| August 31, 2022 | 42.70% |
| July 31, 2022 | 42.70% |
| June 30, 2022 | 42.70% |
| May 31, 2022 | 42.70% |
| April 30, 2022 | 42.70% |
| March 31, 2022 | 42.70% |
| February 28, 2022 | 42.70% |
| January 31, 2022 | 42.70% |
| December 31, 2021 | 42.70% |
| November 30, 2021 | 42.70% |
| October 31, 2021 | 42.70% |
| September 30, 2021 | 42.70% |
| August 31, 2021 | 42.70% |
| July 31, 2021 | 42.70% |
| June 30, 2021 | 42.70% |
| May 31, 2021 | 42.70% |
| April 30, 2021 | 42.70% |
| March 31, 2021 | 42.70% |
| February 28, 2021 | 42.70% |
| January 31, 2021 | 42.70% |
| December 31, 2020 | 42.70% |
| November 30, 2020 | 42.70% |
| October 31, 2020 | 42.70% |
| September 30, 2020 | 42.70% |
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
23.14%
Minimum
Nov 2019
42.70%
Maximum
Mar 2020
41.40%
Average
42.70%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| IDEX Corp | 35.52% |
| Broadwind Inc | 87.35% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 87.41% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.661 |
| Beta (5Y) | 1.159 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.65% |
| Historical Sharpe Ratio (5Y) | 0.5395 |
| Historical Sortino (5Y) | 0.7353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.13% |