AutoNation Inc (AN)
159.44
+3.19
(+2.04%)
USD |
NYSE |
Nov 04, 16:00
159.44
0.00 (0.00%)
After-Hours: 20:00
AutoNation Max Drawdown (5Y): 65.94% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.94% |
| September 30, 2024 | 65.94% |
| August 31, 2024 | 65.94% |
| July 31, 2024 | 65.94% |
| June 30, 2024 | 65.94% |
| May 31, 2024 | 65.94% |
| April 30, 2024 | 65.94% |
| March 31, 2024 | 65.94% |
| February 29, 2024 | 65.94% |
| January 31, 2024 | 65.94% |
| December 31, 2023 | 65.94% |
| November 30, 2023 | 65.94% |
| October 31, 2023 | 65.94% |
| September 30, 2023 | 65.94% |
| August 31, 2023 | 65.94% |
| July 31, 2023 | 65.94% |
| June 30, 2023 | 65.94% |
| May 31, 2023 | 65.94% |
| April 30, 2023 | 65.94% |
| March 31, 2023 | 65.94% |
| February 28, 2023 | 65.94% |
| January 31, 2023 | 65.94% |
| December 31, 2022 | 65.94% |
| November 30, 2022 | 65.94% |
| October 31, 2022 | 65.94% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.94% |
| August 31, 2022 | 65.94% |
| July 31, 2022 | 65.94% |
| June 30, 2022 | 65.94% |
| May 31, 2022 | 65.94% |
| April 30, 2022 | 65.94% |
| March 31, 2022 | 65.94% |
| February 28, 2022 | 65.94% |
| January 31, 2022 | 65.94% |
| December 31, 2021 | 65.94% |
| November 30, 2021 | 65.94% |
| October 31, 2021 | 65.94% |
| September 30, 2021 | 65.94% |
| August 31, 2021 | 65.94% |
| July 31, 2021 | 65.94% |
| June 30, 2021 | 65.94% |
| May 31, 2021 | 65.94% |
| April 30, 2021 | 65.94% |
| March 31, 2021 | 65.94% |
| February 28, 2021 | 65.94% |
| January 31, 2021 | 65.94% |
| December 31, 2020 | 65.94% |
| November 30, 2020 | 65.94% |
| October 31, 2020 | 65.94% |
| September 30, 2020 | 65.94% |
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
50.35%
Minimum
Nov 2019
65.94%
Maximum
Mar 2020
64.90%
Average
65.94%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Penske Automotive Group Inc | 59.98% |
| Asbury Automotive Group Inc | 65.68% |
| Rush Enterprises Inc | 47.89% |
| Lithia Motors Inc | 61.15% |
| Sonic Automotive Inc | 70.77% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.011 |
| Beta (5Y) | 1.214 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.44% |
| Historical Sharpe Ratio (5Y) | 0.5345 |
| Historical Sortino (5Y) | 0.8831 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.94% |