AutoNation Inc (AN)

170.19 +0.42 (+0.25%) USD  |  NYSE  |  Dec 20, 16:00
170.40 +0.21 (+0.12%) After-Hours: 20:00
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AutoNation Max Drawdown (5Y): 65.94% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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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Penske Automotive Group Inc 59.98%
Asbury Automotive Group Inc 65.68%
Lithia Motors Inc 61.15%
Sonic Automotive Inc 70.77%
Rush Enterprises Inc 47.89%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.509
Beta (5Y) 1.240
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.21%
Historical Sharpe Ratio (5Y) 0.6178
Historical Sortino (5Y) 1.002
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.94%