Armstrong World Industries Inc (AWI)
157.09
+2.68
(+1.74%)
USD |
NYSE |
Nov 21, 16:00
157.10
+0.01
(+0.01%)
After-Hours: 20:00
Armstrong World Industries Max Drawdown (5Y): 46.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 46.43% |
| September 30, 2024 | 46.43% |
| August 31, 2024 | 46.43% |
| July 31, 2024 | 46.43% |
| June 30, 2024 | 46.43% |
| May 31, 2024 | 46.43% |
| April 30, 2024 | 46.43% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
46.43%
Maximum
Oct 2020
45.41%
Average
46.43%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Masco Corp | 44.83% |
| Construction Partners Inc | -- |
| ADM Endeavors Inc | -- |
| Otis Worldwide Corp | -- |
| Interface Inc | 77.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.468 |
| Beta (5Y) | 1.132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.32% |
| Historical Sharpe Ratio (5Y) | 0.2209 |
| Historical Sortino (5Y) | 0.3623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |