AdvanSix Inc (ASIX)
25.92
-0.72
(-2.70%)
USD |
NYSE |
Apr 25, 16:00
25.92
0.00 (0.00%)
After-Hours: 20:00
AdvanSix Max Drawdown (5Y): 81.61% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 81.61% |
| February 29, 2024 | 81.61% |
| January 31, 2024 | 81.61% |
| December 31, 2023 | 81.61% |
| November 30, 2023 | 81.61% |
| October 31, 2023 | 81.61% |
| September 30, 2023 | 81.61% |
| August 31, 2023 | 81.61% |
| July 31, 2023 | 81.61% |
| June 30, 2023 | 81.61% |
| May 31, 2023 | 81.61% |
| April 30, 2023 | 81.61% |
| March 31, 2023 | 81.61% |
| February 28, 2023 | 81.61% |
| January 31, 2023 | 81.61% |
| December 31, 2022 | 81.61% |
| November 30, 2022 | 81.61% |
| October 31, 2022 | 81.61% |
| September 30, 2022 | 81.61% |
| August 31, 2022 | 81.61% |
| July 31, 2022 | 81.61% |
| June 30, 2022 | 81.61% |
| May 31, 2022 | 81.61% |
| April 30, 2022 | 81.61% |
| March 31, 2022 | 81.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 81.61% |
| January 31, 2022 | 81.61% |
| December 31, 2021 | 81.61% |
| November 30, 2021 | 81.61% |
| October 31, 2021 | 81.61% |
| September 30, 2021 | 81.61% |
| August 31, 2021 | 81.61% |
| July 31, 2021 | 81.61% |
| June 30, 2021 | 81.61% |
| May 31, 2021 | 81.61% |
| April 30, 2021 | 81.61% |
| March 31, 2021 | 81.61% |
| February 28, 2021 | 81.61% |
| January 31, 2021 | 81.61% |
| December 31, 2020 | 81.61% |
| November 30, 2020 | 81.61% |
| October 31, 2020 | 81.61% |
| September 30, 2020 | 81.61% |
| August 31, 2020 | 81.61% |
| July 31, 2020 | 81.61% |
| June 30, 2020 | 81.61% |
| May 31, 2020 | 81.61% |
| April 30, 2020 | 81.61% |
| March 31, 2020 | 81.61% |
| February 29, 2020 | 69.31% |
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
50.59%
Minimum
Apr 2019
81.61%
Maximum
Mar 2020
76.90%
Average
81.61%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Century Aluminum Co | 87.51% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -23.72 |
| Beta (5Y) | 1.728 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.50% |
| Historical Sharpe Ratio (5Y) | -0.0236 |
| Historical Sortino (5Y) | -0.0404 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.00% |