Atkore Inc (ATKR)
85.14
+0.99
(+1.18%)
USD |
NYSE |
Nov 21, 16:00
85.06
-0.08
(-0.09%)
Pre-Market: 20:00
Atkore Max Drawdown (5Y): 72.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 72.33% |
| September 30, 2024 | 72.33% |
| August 31, 2024 | 72.33% |
| July 31, 2024 | 72.33% |
| June 30, 2024 | 72.33% |
| May 31, 2024 | 72.33% |
| April 30, 2024 | 72.33% |
| March 31, 2024 | 72.33% |
| February 29, 2024 | 72.33% |
| January 31, 2024 | 72.33% |
| December 31, 2023 | 72.33% |
| November 30, 2023 | 72.33% |
| October 31, 2023 | 72.33% |
| September 30, 2023 | 72.33% |
| August 31, 2023 | 72.33% |
| July 31, 2023 | 72.33% |
| June 30, 2023 | 72.33% |
| May 31, 2023 | 72.33% |
| April 30, 2023 | 72.33% |
| March 31, 2023 | 72.33% |
| February 28, 2023 | 72.33% |
| January 31, 2023 | 72.33% |
| December 31, 2022 | 72.33% |
| November 30, 2022 | 72.33% |
| October 31, 2022 | 72.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.33% |
| August 31, 2022 | 72.33% |
| July 31, 2022 | 72.33% |
| June 30, 2022 | 72.33% |
| May 31, 2022 | 72.33% |
| April 30, 2022 | 72.33% |
| March 31, 2022 | 72.33% |
| February 28, 2022 | 72.33% |
| January 31, 2022 | 72.33% |
| December 31, 2021 | 72.33% |
| November 30, 2021 | 72.33% |
| October 31, 2021 | 72.33% |
| September 30, 2021 | 72.33% |
| August 31, 2021 | 72.33% |
| July 31, 2021 | 72.33% |
| June 30, 2021 | 72.33% |
| May 31, 2021 | 72.33% |
| April 30, 2021 | 72.33% |
| March 31, 2021 | 72.33% |
| February 28, 2021 | 72.33% |
| January 31, 2021 | 72.33% |
| December 31, 2020 | 72.33% |
| November 30, 2020 | 72.33% |
| October 31, 2020 | 72.33% |
| September 30, 2020 | 72.33% |
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
41.78%
Minimum
Nov 2019
72.33%
Maximum
Mar 2020
70.29%
Average
72.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chart Industries Inc | 82.56% |
| SKYX Platforms Corp | -- |
| Vertiv Holdings Co | -- |
| Advanced Energy Industries Inc | 62.28% |
| Preformed Line Products Co | 59.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.809 |
| Beta (5Y) | 2.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.64% |
| Historical Sharpe Ratio (5Y) | 0.2911 |
| Historical Sortino (5Y) | 0.5006 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.36% |