ATI Inc (ATI)
53.51
0.00 (0.00%)
USD |
NYSE |
Nov 05, 11:44
ATI Max Drawdown (5Y): 83.90% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 83.90% |
September 30, 2024 | 83.90% |
August 31, 2024 | 83.90% |
July 31, 2024 | 83.90% |
June 30, 2024 | 83.90% |
May 31, 2024 | 83.90% |
April 30, 2024 | 83.90% |
March 31, 2024 | 83.90% |
February 29, 2024 | 83.90% |
January 31, 2024 | 83.90% |
December 31, 2023 | 83.90% |
November 30, 2023 | 83.90% |
October 31, 2023 | 83.90% |
September 30, 2023 | 83.90% |
August 31, 2023 | 83.90% |
July 31, 2023 | 83.90% |
June 30, 2023 | 83.90% |
May 31, 2023 | 83.90% |
April 30, 2023 | 83.90% |
March 31, 2023 | 83.90% |
February 28, 2023 | 83.90% |
January 31, 2023 | 83.90% |
December 31, 2022 | 83.90% |
November 30, 2022 | 83.90% |
October 31, 2022 | 83.90% |
Date | Value |
---|---|
September 30, 2022 | 83.90% |
August 31, 2022 | 83.90% |
July 31, 2022 | 83.90% |
June 30, 2022 | 83.90% |
May 31, 2022 | 83.90% |
April 30, 2022 | 83.90% |
March 31, 2022 | 83.90% |
February 28, 2022 | 83.90% |
January 31, 2022 | 83.90% |
December 31, 2021 | 83.90% |
November 30, 2021 | 83.90% |
October 31, 2021 | 83.90% |
September 30, 2021 | 83.90% |
August 31, 2021 | 83.90% |
July 31, 2021 | 83.90% |
June 30, 2021 | 83.90% |
May 31, 2021 | 83.90% |
April 30, 2021 | 83.90% |
March 31, 2021 | 83.90% |
February 28, 2021 | 83.90% |
January 31, 2021 | 83.90% |
December 31, 2020 | 83.90% |
November 30, 2020 | 87.37% |
October 31, 2020 | 88.39% |
September 30, 2020 | 88.39% |
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
83.90%
Minimum
Dec 2020
88.39%
Maximum
Nov 2019
84.86%
Average
83.90%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
RM2 International Inc | 98.04% |
Kennametal Inc | 69.26% |
Stanley Black & Decker Inc | 66.44% |
Proto Labs Inc | 91.22% |
Liquidmetal Technologies Inc | 83.35% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 3.948 |
Beta (5Y) | 1.076 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.71% |
Historical Sharpe Ratio (5Y) | 0.3201 |
Historical Sortino (5Y) | 0.4826 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.99% |