A.O. Smith Corp (AOS)
83.21
+0.39
(+0.47%)
USD |
NYSE |
Apr 26, 16:00
83.19
-0.02
(-0.02%)
After-Hours: 20:00
A.O. Smith Max Drawdown (5Y): 46.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 46.84% |
July 31, 2020 | 46.84% |
June 30, 2020 | 46.84% |
May 31, 2020 | 46.84% |
April 30, 2020 | 46.84% |
March 31, 2020 | 46.84% |
February 29, 2020 | 39.50% |
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
38.13%
Minimum
Apr 2019
46.84%
Maximum
Mar 2020
45.39%
Average
46.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Franklin Electric Co Inc | 32.02% |
Regal Rexnord Corp | 42.32% |
Servotronics Inc | 55.06% |
Generac Holdings Inc | 83.75% |
Aura Systems Inc | 95.43% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.394 |
Beta (5Y) | 1.251 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.16% |
Historical Sharpe Ratio (5Y) | 0.3886 |
Historical Sortino (5Y) | 0.7186 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.02% |