Andersons Inc (ANDE)
56.60
-0.78
(-1.36%)
USD |
NASDAQ |
Apr 25, 16:00
56.60
0.00 (0.00%)
After-Hours: 20:00
Andersons Max Drawdown (5Y): 72.73% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 72.73% |
July 31, 2020 | 72.73% |
June 30, 2020 | 72.73% |
May 31, 2020 | 72.73% |
April 30, 2020 | 66.81% |
March 31, 2020 | 65.85% |
February 29, 2020 | 64.89% |
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
64.68%
Minimum
Apr 2019
72.73%
Maximum
May 2020
71.06%
Average
72.73%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Universal Corp | 45.68% |
Tarsier Ltd | 99.91% |
Sadot Group Inc | -- |
Amcon Distributing Co | 54.99% |
LQR House Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.123 |
Beta (5Y) | 0.6769 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.58% |
Historical Sharpe Ratio (5Y) | 0.2907 |
Historical Sortino (5Y) | 0.4451 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.92% |