Armstrong World Industries Inc (AWI)

142.88 +1.02 (+0.72%) USD  |  NYSE  |  Dec 20, 16:00
142.76 -0.12 (-0.09%) After-Hours: 20:00
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Armstrong World Industries Max Drawdown (5Y): 46.43% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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ADM Endeavors Inc --
Otis Worldwide Corp --
Masco Corp 44.83%
Quanta Services Inc 45.53%
TopBuild Corp 52.26%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.933
Beta (5Y) 1.156
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.63%
Historical Sharpe Ratio (5Y) 0.2915
Historical Sortino (5Y) 0.4827
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.46%