AutoZone Inc (AZO)
3046.35
+65.16
(+2.19%)
USD |
NYSE |
Nov 04, 16:00
3049.50
+3.15
(+0.10%)
After-Hours: 20:00
AutoZone Max Drawdown (5Y): 42.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.14% |
| September 30, 2024 | 42.14% |
| August 31, 2024 | 42.14% |
| July 31, 2024 | 42.14% |
| June 30, 2024 | 42.14% |
| May 31, 2024 | 42.14% |
| April 30, 2024 | 42.14% |
| March 31, 2024 | 42.14% |
| February 29, 2024 | 42.14% |
| January 31, 2024 | 42.14% |
| December 31, 2023 | 42.14% |
| November 30, 2023 | 42.14% |
| October 31, 2023 | 42.14% |
| September 30, 2023 | 42.14% |
| August 31, 2023 | 42.14% |
| July 31, 2023 | 42.14% |
| June 30, 2023 | 42.14% |
| May 31, 2023 | 42.14% |
| April 30, 2023 | 42.14% |
| March 31, 2023 | 42.14% |
| February 28, 2023 | 42.14% |
| January 31, 2023 | 42.14% |
| December 31, 2022 | 42.14% |
| November 30, 2022 | 42.14% |
| October 31, 2022 | 42.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 42.14% |
| August 31, 2022 | 42.14% |
| July 31, 2022 | 42.14% |
| June 30, 2022 | 42.14% |
| May 31, 2022 | 42.14% |
| April 30, 2022 | 42.14% |
| March 31, 2022 | 42.14% |
| February 28, 2022 | 42.14% |
| January 31, 2022 | 42.14% |
| December 31, 2021 | 42.14% |
| November 30, 2021 | 42.14% |
| October 31, 2021 | 42.14% |
| September 30, 2021 | 42.14% |
| August 31, 2021 | 42.14% |
| July 31, 2021 | 42.14% |
| June 30, 2021 | 42.14% |
| May 31, 2021 | 42.14% |
| April 30, 2021 | 42.14% |
| March 31, 2021 | 42.14% |
| February 28, 2021 | 42.14% |
| January 31, 2021 | 42.14% |
| December 31, 2020 | 42.14% |
| November 30, 2020 | 42.14% |
| October 31, 2020 | 42.14% |
| September 30, 2020 | 42.14% |
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
39.56%
Minimum
Nov 2019
42.14%
Maximum
Mar 2020
41.97%
Average
42.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| O'Reilly Automotive Inc | 42.00% |
| Advance Auto Parts Inc | 84.09% |
| CarParts.com Inc | 96.87% |
| QuantumScape Corp | -- |
| Nuvve Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.798 |
| Beta (5Y) | 0.7104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.80% |
| Historical Sharpe Ratio (5Y) | 0.7078 |
| Historical Sortino (5Y) | 1.218 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.98% |