Barnes Group Inc (B)
33.99
-1.92
(-5.35%)
USD |
NYSE |
Apr 26, 12:56
Barnes Group Max Drawdown (5Y): 68.65% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 68.65% |
February 29, 2024 | 68.65% |
January 31, 2024 | 68.65% |
December 31, 2023 | 68.65% |
November 30, 2023 | 68.65% |
October 31, 2023 | 68.65% |
September 30, 2023 | 58.59% |
August 31, 2023 | 58.59% |
July 31, 2023 | 58.59% |
June 30, 2023 | 58.59% |
May 31, 2023 | 58.59% |
April 30, 2023 | 58.59% |
March 31, 2023 | 58.59% |
February 28, 2023 | 58.59% |
January 31, 2023 | 58.59% |
December 31, 2022 | 58.59% |
November 30, 2022 | 58.59% |
October 31, 2022 | 58.59% |
September 30, 2022 | 58.59% |
August 31, 2022 | 55.66% |
July 31, 2022 | 55.66% |
June 30, 2022 | 54.86% |
May 31, 2022 | 54.45% |
April 30, 2022 | 53.78% |
March 31, 2022 | 53.78% |
Date | Value |
---|---|
February 28, 2022 | 53.78% |
January 31, 2022 | 53.78% |
December 31, 2021 | 53.78% |
November 30, 2021 | 53.78% |
October 31, 2021 | 53.78% |
September 30, 2021 | 53.78% |
August 31, 2021 | 53.78% |
July 31, 2021 | 53.78% |
June 30, 2021 | 53.78% |
May 31, 2021 | 53.78% |
April 30, 2021 | 53.78% |
March 31, 2021 | 53.78% |
February 28, 2021 | 53.78% |
January 31, 2021 | 53.78% |
December 31, 2020 | 53.78% |
November 30, 2020 | 53.78% |
October 31, 2020 | 53.78% |
September 30, 2020 | 53.78% |
August 31, 2020 | 53.78% |
July 31, 2020 | 53.78% |
June 30, 2020 | 53.78% |
May 31, 2020 | 53.78% |
April 30, 2020 | 53.55% |
March 31, 2020 | 53.55% |
February 29, 2020 | 39.79% |
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
30.70%
Minimum
Apr 2019
68.65%
Maximum
Oct 2023
53.22%
Average
53.78%
Median
May 2020
Max Drawdown (5Y) Benchmarks
Parker Hannifin Corp | 54.68% |
ATI Inc | 83.90% |
Boeing Co | 77.92% |
Carpenter Technology Corp | 74.69% |
Deere & Co | 37.91% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.88 |
Beta (5Y) | 1.381 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.75% |
Historical Sharpe Ratio (5Y) | -0.1722 |
Historical Sortino (5Y) | -0.2417 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.93% |