Armstrong World Industries Inc (AWI)
113.99
+0.14
(+0.12%)
USD |
NYSE |
Apr 19, 16:00
113.98
-0.01
(-0.01%)
After-Hours: 17:26
Armstrong World Industries Max Drawdown (5Y): 46.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 46.43% |
February 29, 2024 | 46.43% |
January 31, 2024 | 46.43% |
December 31, 2023 | 46.43% |
November 30, 2023 | 46.43% |
October 31, 2023 | 46.43% |
September 30, 2023 | 46.43% |
August 31, 2023 | 46.43% |
July 31, 2023 | 46.43% |
June 30, 2023 | 46.43% |
May 31, 2023 | 46.43% |
April 30, 2023 | 46.43% |
March 31, 2023 | 46.43% |
February 28, 2023 | 46.43% |
January 31, 2023 | 46.43% |
December 31, 2022 | 46.43% |
November 30, 2022 | 46.43% |
October 31, 2022 | 46.43% |
September 30, 2022 | 46.43% |
August 31, 2022 | 46.43% |
July 31, 2022 | 46.43% |
June 30, 2022 | 46.43% |
May 31, 2022 | 46.43% |
April 30, 2022 | 46.43% |
March 31, 2022 | 46.43% |
Date | Value |
---|---|
February 28, 2022 | 46.43% |
January 31, 2022 | 46.43% |
December 31, 2021 | 46.43% |
November 30, 2021 | 46.43% |
October 31, 2021 | 46.43% |
September 30, 2021 | 46.43% |
August 31, 2021 | 46.43% |
July 31, 2021 | 46.43% |
June 30, 2021 | 46.43% |
May 31, 2021 | 46.43% |
April 30, 2021 | 46.43% |
March 31, 2021 | 46.43% |
February 28, 2021 | 46.43% |
January 31, 2021 | 46.43% |
December 31, 2020 | 46.43% |
November 30, 2020 | 46.43% |
October 31, 2020 | 46.43% |
September 30, 2020 | 40.92% |
August 31, 2020 | 40.87% |
July 31, 2020 | 40.87% |
June 30, 2020 | 40.87% |
May 31, 2020 | 40.87% |
April 30, 2020 | 40.87% |
March 31, 2020 | 40.87% |
February 29, 2020 | 40.87% |
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
40.87%
Minimum
Apr 2019
46.43%
Maximum
Oct 2020
44.77%
Average
46.43%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
TopBuild Corp | 52.26% |
ADM Endeavors Inc | -- |
Fluor Corp | 94.16% |
Interface Inc | 77.98% |
Comfort Systems USA Inc | 49.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.095 |
Beta (5Y) | 1.120 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.04% |
Historical Sharpe Ratio (5Y) | 0.266 |
Historical Sortino (5Y) | 0.4332 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |