AutoZone Inc (AZO)

3253.47 +38.18 (+1.19%) USD  |  NYSE  |  Dec 20, 16:00
3256.06 +2.60 (+0.08%) Pre-Market: 20:00
More

AutoZone Max Drawdown (5Y): 42.14% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for AZO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
O'Reilly Automotive Inc 42.00%
Advance Auto Parts Inc 84.09%
CarParts.com Inc 96.87%
GameStop Corp 92.20%
Nuvve Holding Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.976
Beta (5Y) 0.7118
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 26.57%
Historical Sharpe Ratio (5Y) 0.7333
Historical Sortino (5Y) 1.245
Monthly Value at Risk (VaR) 5% (5Y Lookback) 8.87%