Installed Building Products Inc (IBP)
200.02
-7.96
(-3.83%)
USD |
NYSE |
Nov 15, 16:00
199.70
-0.32
(-0.16%)
After-Hours: 20:00
Installed Building Products Max Drawdown (5Y): 61.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 61.69% |
| September 30, 2024 | 61.69% |
| August 31, 2024 | 61.69% |
| July 31, 2024 | 61.69% |
| June 30, 2024 | 61.69% |
| May 31, 2024 | 61.69% |
| April 30, 2024 | 61.69% |
| March 31, 2024 | 61.69% |
| February 29, 2024 | 61.69% |
| January 31, 2024 | 61.69% |
| December 31, 2023 | 61.69% |
| November 30, 2023 | 61.69% |
| October 31, 2023 | 61.69% |
| September 30, 2023 | 61.69% |
| August 31, 2023 | 61.69% |
| July 31, 2023 | 61.75% |
| June 30, 2023 | 61.75% |
| May 31, 2023 | 61.75% |
| April 30, 2023 | 61.75% |
| March 31, 2023 | 61.75% |
| February 28, 2023 | 61.75% |
| January 31, 2023 | 61.75% |
| December 31, 2022 | 61.75% |
| November 30, 2022 | 61.75% |
| October 31, 2022 | 61.75% |
| Date | Value |
|---|---|
| September 30, 2022 | 61.75% |
| August 31, 2022 | 61.75% |
| July 31, 2022 | 61.75% |
| June 30, 2022 | 61.75% |
| May 31, 2022 | 61.75% |
| April 30, 2022 | 61.75% |
| March 31, 2022 | 61.75% |
| February 28, 2022 | 61.75% |
| January 31, 2022 | 61.75% |
| December 31, 2021 | 61.75% |
| November 30, 2021 | 61.75% |
| October 31, 2021 | 61.75% |
| September 30, 2021 | 61.75% |
| August 31, 2021 | 61.75% |
| July 31, 2021 | 61.75% |
| June 30, 2021 | 61.75% |
| May 31, 2021 | 61.75% |
| April 30, 2021 | 61.75% |
| March 31, 2021 | 61.75% |
| February 28, 2021 | 61.75% |
| January 31, 2021 | 61.75% |
| December 31, 2020 | 61.75% |
| November 30, 2020 | 61.75% |
| October 31, 2020 | 61.75% |
| September 30, 2020 | 61.75% |
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
61.69%
Minimum
Aug 2023
61.75%
Maximum
Nov 2019
61.74%
Average
61.75%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Floor & Decor Holdings Inc | 57.30% |
| Charles & Colvard Ltd | 96.67% |
| Weyco Group Inc | 57.93% |
| LKQ Corp | 68.02% |
| RumbleON Inc | 98.22% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.267 |
| Beta (5Y) | 1.948 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.17% |
| Historical Sharpe Ratio (5Y) | 0.5063 |
| Historical Sortino (5Y) | 0.843 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.20% |