Acuity Brands Inc (AYI)

302.70 -0.14 (-0.05%) USD  |  NYSE  |  Dec 20, 16:00
298.28 -4.42 (-1.46%) After-Hours: 20:00
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Acuity Brands Max Drawdown (5Y): 74.22% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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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Max Drawdown (5Y) Benchmarks

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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) -0.9616
Beta (5Y) 1.393
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.59%
Historical Sharpe Ratio (5Y) 0.4823
Historical Sortino (5Y) 0.9054
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.97%