AutoZone Inc (AZO)
3068.95
+19.37
(+0.64%)
USD |
NYSE |
Nov 21, 16:00
3068.40
-0.55
(-0.02%)
After-Hours: 19:54
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% |