Ingersoll Rand Inc (IR)

92.28 +1.02 (+1.12%) USD  |  NYSE  |  Dec 20, 16:00
92.35 +0.07 (+0.08%) Pre-Market: 20:00
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Ingersoll Rand Max Drawdown (5Y): 50.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Crane Co --
Parker Hannifin Corp 54.68%
Trane Technologies PLC 40.54%
Watts Water Technologies Inc 44.08%
Emerson Electric Co 50.76%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.932
Beta (5Y) 1.419
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 33.55%
Historical Sharpe Ratio (5Y) 0.6821
Historical Sortino (5Y) 0.845
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.46%