A.O. Smith Corp (AOS)
72.97
+1.22
(+1.70%)
USD |
NYSE |
Nov 21, 16:00
72.93
-0.04
(-0.05%)
Pre-Market: 20:00
A.O. Smith Max Drawdown (5Y): 46.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.84% |
| September 30, 2024 | 46.84% |
| August 31, 2024 | 46.84% |
| July 31, 2024 | 46.84% |
| June 30, 2024 | 46.84% |
| May 31, 2024 | 46.84% |
| April 30, 2024 | 46.84% |
| March 31, 2024 | 46.84% |
| February 29, 2024 | 46.84% |
| January 31, 2024 | 46.84% |
| December 31, 2023 | 46.84% |
| November 30, 2023 | 46.84% |
| October 31, 2023 | 46.84% |
| September 30, 2023 | 46.84% |
| August 31, 2023 | 46.84% |
| July 31, 2023 | 46.84% |
| June 30, 2023 | 46.84% |
| May 31, 2023 | 46.84% |
| April 30, 2023 | 46.84% |
| March 31, 2023 | 46.84% |
| February 28, 2023 | 46.84% |
| January 31, 2023 | 46.84% |
| December 31, 2022 | 46.84% |
| November 30, 2022 | 46.84% |
| October 31, 2022 | 46.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 46.84% |
| August 31, 2022 | 46.84% |
| July 31, 2022 | 46.84% |
| June 30, 2022 | 46.84% |
| May 31, 2022 | 46.84% |
| April 30, 2022 | 46.84% |
| March 31, 2022 | 46.84% |
| February 28, 2022 | 46.84% |
| January 31, 2022 | 46.84% |
| December 31, 2021 | 46.84% |
| November 30, 2021 | 46.84% |
| October 31, 2021 | 46.84% |
| September 30, 2021 | 46.84% |
| August 31, 2021 | 46.84% |
| July 31, 2021 | 46.84% |
| June 30, 2021 | 46.84% |
| May 31, 2021 | 46.84% |
| April 30, 2021 | 46.84% |
| March 31, 2021 | 46.84% |
| February 28, 2021 | 46.84% |
| January 31, 2021 | 46.84% |
| December 31, 2020 | 46.84% |
| November 30, 2020 | 46.84% |
| October 31, 2020 | 46.84% |
| September 30, 2020 | 46.84% |
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
38.97%
Minimum
Nov 2019
46.84%
Maximum
Mar 2020
46.33%
Average
46.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Franklin Electric Co Inc | 32.02% |
| Regal Rexnord Corp | 42.32% |
| Generac Holdings Inc | 83.75% |
| Aura Systems Inc | 95.43% |
| American Power Group Corp | 98.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.953 |
| Beta (5Y) | 1.175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.57% |
| Historical Sharpe Ratio (5Y) | 0.2978 |
| Historical Sortino (5Y) | 0.5543 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.79% |