Andersons Inc (ANDE)
43.84
-1.98
(-4.31%)
USD |
NASDAQ |
Nov 05, 10:28
Andersons Max Drawdown (5Y): 72.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.73% |
| September 30, 2024 | 72.73% |
| August 31, 2024 | 72.73% |
| July 31, 2024 | 72.73% |
| June 30, 2024 | 72.73% |
| May 31, 2024 | 72.73% |
| April 30, 2024 | 72.73% |
| March 31, 2024 | 72.73% |
| February 29, 2024 | 72.73% |
| January 31, 2024 | 72.73% |
| December 31, 2023 | 72.73% |
| November 30, 2023 | 72.73% |
| October 31, 2023 | 72.73% |
| September 30, 2023 | 72.73% |
| August 31, 2023 | 72.73% |
| July 31, 2023 | 72.73% |
| June 30, 2023 | 72.73% |
| May 31, 2023 | 72.73% |
| April 30, 2023 | 72.73% |
| March 31, 2023 | 72.73% |
| February 28, 2023 | 72.73% |
| January 31, 2023 | 72.73% |
| December 31, 2022 | 72.73% |
| November 30, 2022 | 72.73% |
| October 31, 2022 | 72.73% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.73% |
| August 31, 2022 | 72.73% |
| July 31, 2022 | 72.73% |
| June 30, 2022 | 72.73% |
| May 31, 2022 | 72.73% |
| April 30, 2022 | 72.73% |
| March 31, 2022 | 72.73% |
| February 28, 2022 | 72.73% |
| January 31, 2022 | 72.73% |
| December 31, 2021 | 72.73% |
| November 30, 2021 | 72.73% |
| October 31, 2021 | 72.73% |
| September 30, 2021 | 72.73% |
| August 31, 2021 | 72.73% |
| July 31, 2021 | 72.73% |
| June 30, 2021 | 72.73% |
| May 31, 2021 | 72.73% |
| April 30, 2021 | 72.73% |
| March 31, 2021 | 72.73% |
| February 28, 2021 | 72.73% |
| January 31, 2021 | 72.73% |
| December 31, 2020 | 72.73% |
| November 30, 2020 | 72.73% |
| October 31, 2020 | 72.73% |
| September 30, 2020 | 72.73% |
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
64.89%
Minimum
Nov 2019
72.73%
Maximum
May 2020
72.00%
Average
72.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Universal Corp | 45.67% |
| Tarsier Ltd | 99.80% |
| Sadot Group Inc | -- |
| Amcon Distributing Co | 54.99% |
| LQR House Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.45 |
| Beta (5Y) | 0.5986 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.59% |
| Historical Sharpe Ratio (5Y) | 0.485 |
| Historical Sortino (5Y) | 0.7519 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.31% |