Ingersoll Rand Inc (IR)
94.61
+0.64
(+0.68%)
USD |
NYSE |
Nov 04, 16:00
94.59
-0.02
(-0.02%)
Pre-Market: 20:00
Ingersoll Rand Max Drawdown (5Y): 50.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.27% |
| September 30, 2024 | 50.27% |
| August 31, 2024 | 50.27% |
| July 31, 2024 | 50.27% |
| June 30, 2024 | 50.27% |
| May 31, 2024 | 50.27% |
| April 30, 2024 | 50.27% |
| March 31, 2024 | 50.27% |
| February 29, 2024 | 50.27% |
| January 31, 2024 | 50.27% |
| December 31, 2023 | 50.27% |
| November 30, 2023 | 50.27% |
| October 31, 2023 | 50.27% |
| September 30, 2023 | 50.27% |
| August 31, 2023 | 50.27% |
| July 31, 2023 | 50.27% |
| June 30, 2023 | 50.27% |
| May 31, 2023 | 50.27% |
| April 30, 2023 | 50.27% |
| March 31, 2023 | 50.27% |
| February 28, 2023 | 50.27% |
| January 31, 2023 | 50.27% |
| December 31, 2022 | 50.27% |
| November 30, 2022 | 50.27% |
| October 31, 2022 | 50.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.27% |
| August 31, 2022 | 50.27% |
| July 31, 2022 | 50.27% |
| June 30, 2022 | 50.27% |
| May 31, 2022 | 50.27% |
| April 30, 2022 | 50.27% |
| March 31, 2022 | 50.27% |
| February 28, 2022 | 50.27% |
| January 31, 2022 | 50.27% |
| December 31, 2021 | 50.27% |
| November 30, 2021 | 50.27% |
| October 31, 2021 | 50.27% |
| September 30, 2021 | 50.27% |
| August 31, 2021 | 50.27% |
| July 31, 2021 | 50.27% |
| June 30, 2021 | 50.27% |
| May 31, 2021 | 50.27% |
| April 30, 2021 | 50.27% |
| March 31, 2021 | 50.27% |
| February 28, 2021 | 50.27% |
| January 31, 2021 | 50.27% |
| December 31, 2020 | 50.27% |
| November 30, 2020 | 50.27% |
| October 31, 2020 | 50.27% |
| September 30, 2020 | 50.27% |
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
48.43%
Minimum
Nov 2019
50.27%
Maximum
Mar 2020
50.15%
Average
50.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Crane Co | -- |
| Flowserve Corp | 64.82% |
| Trane Technologies PLC | 40.54% |
| Watts Water Technologies Inc | 44.08% |
| Parker Hannifin Corp | 54.68% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.097 |
| Beta (5Y) | 1.421 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.60% |
| Historical Sharpe Ratio (5Y) | 0.6679 |
| Historical Sortino (5Y) | 0.8365 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.46% |