Apogee Enterprises Inc (APOG)
52.52
-5.08
(-8.82%)
USD |
NASDAQ |
Jan 08, 16:00
52.54
+0.02
(+0.04%)
After-Hours: 20:00
Apogee Enterprises Max Drawdown (5Y): 74.60% for Dec. 31, 2024
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
DBM Global Inc | 40.05% |
Fastenal Co | 30.70% |
Great Lakes Dredge & Dock Corp | 70.32% |
IES Holdings Inc | 54.28% |
Southland Holdings Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.655 |
Beta (5Y) | 1.044 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.28% |
Historical Sharpe Ratio (5Y) | 0.4393 |
Historical Sortino (5Y) | 0.5856 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.61% |