ESCO Technologies Inc (ESE)

135.31 +1.85 (+1.39%) USD  |  NYSE  |  Dec 20, 16:00
135.23 -0.08 (-0.06%) After-Hours: 20:00
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ESCO Technologies Max Drawdown (5Y): 45.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Trimble Inc 57.35%
Faro Technologies Inc 89.26%
LGL Group Inc 50.99%
Luna Innovations Inc 88.62%
Know Labs Inc 95.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.902
Beta (5Y) 1.115
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.18%
Historical Sharpe Ratio (5Y) 0.2978
Historical Sortino (5Y) 0.4506
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.48%