Acuity Brands Inc (AYI)
250.47
+4.45
(+1.81%)
USD |
NYSE |
May 02, 16:00
250.50
+0.03
(+0.01%)
Pre-Market: 20:00
Acuity Brands Max Drawdown (5Y): 74.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.22% |
March 31, 2024 | 74.22% |
February 29, 2024 | 74.22% |
January 31, 2024 | 74.22% |
December 31, 2023 | 74.22% |
November 30, 2023 | 74.22% |
October 31, 2023 | 74.22% |
September 30, 2023 | 74.22% |
August 31, 2023 | 74.22% |
July 31, 2023 | 74.22% |
June 30, 2023 | 74.22% |
May 31, 2023 | 74.22% |
April 30, 2023 | 74.22% |
March 31, 2023 | 74.22% |
February 28, 2023 | 74.22% |
January 31, 2023 | 74.22% |
December 31, 2022 | 74.22% |
November 30, 2022 | 74.22% |
October 31, 2022 | 74.22% |
September 30, 2022 | 74.22% |
August 31, 2022 | 74.22% |
July 31, 2022 | 74.22% |
June 30, 2022 | 74.22% |
May 31, 2022 | 74.22% |
April 30, 2022 | 74.22% |
Date | Value |
---|---|
March 31, 2022 | 74.22% |
February 28, 2022 | 74.22% |
January 31, 2022 | 74.22% |
December 31, 2021 | 74.22% |
November 30, 2021 | 74.22% |
October 31, 2021 | 74.22% |
September 30, 2021 | 74.22% |
August 31, 2021 | 74.22% |
July 31, 2021 | 74.22% |
June 30, 2021 | 74.22% |
May 31, 2021 | 74.22% |
April 30, 2021 | 74.22% |
March 31, 2021 | 74.22% |
February 28, 2021 | 74.22% |
January 31, 2021 | 74.22% |
December 31, 2020 | 74.22% |
November 30, 2020 | 74.22% |
October 31, 2020 | 74.22% |
September 30, 2020 | 74.22% |
August 31, 2020 | 74.22% |
July 31, 2020 | 74.22% |
June 30, 2020 | 74.22% |
May 31, 2020 | 74.22% |
April 30, 2020 | 74.22% |
March 31, 2020 | 74.22% |
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
61.83%
Minimum
May 2019
74.22%
Maximum
Mar 2020
72.19%
Average
74.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Orion Energy Systems Inc | 92.90% |
Brite-Strike Tactical Illumination Products Inc | 95.55% |
Enerpac Tool Group Corp | 53.61% |
General Electric Co | 81.01% |
Illinois Tool Works Inc | 37.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.879 |
Beta (5Y) | 1.470 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.26% |
Historical Sharpe Ratio (5Y) | 0.2621 |
Historical Sortino (5Y) | 0.4909 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.98% |