Acuity Brands Inc (AYI)
323.48
+3.07
(+0.96%)
USD |
NYSE |
Nov 22, 09:54
Acuity Brands Max Drawdown (5Y): 74.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.22% |
| September 30, 2024 | 74.22% |
| August 31, 2024 | 74.22% |
| July 31, 2024 | 74.22% |
| June 30, 2024 | 74.22% |
| May 31, 2024 | 74.22% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
74.22%
Maximum
Mar 2020
73.43%
Average
74.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Brite-Strike Tactical Illumination Products Inc | 95.85% |
| Barnes Group Inc | 68.65% |
| Hexcel Corp | 68.51% |
| NeoVolta Inc | -- |
| Enovix Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.7649 |
| Beta (5Y) | 1.397 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.89% |
| Historical Sharpe Ratio (5Y) | 0.4682 |
| Historical Sortino (5Y) | 0.8948 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.98% |