Itron Inc (ITRI)
116.37
+2.26
(+1.98%)
USD |
NASDAQ |
Nov 21, 16:00
115.29
-1.08
(-0.93%)
After-Hours: 05:13
Itron Max Drawdown (5Y): 65.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.26% |
| September 30, 2024 | 65.26% |
| August 31, 2024 | 65.26% |
| July 31, 2024 | 65.26% |
| June 30, 2024 | 65.26% |
| May 31, 2024 | 65.26% |
| April 30, 2024 | 65.26% |
| March 31, 2024 | 65.26% |
| February 29, 2024 | 65.26% |
| January 31, 2024 | 65.26% |
| December 31, 2023 | 65.26% |
| November 30, 2023 | 65.26% |
| October 31, 2023 | 65.26% |
| September 30, 2023 | 65.26% |
| August 31, 2023 | 65.26% |
| July 31, 2023 | 65.26% |
| June 30, 2023 | 65.26% |
| May 31, 2023 | 65.26% |
| April 30, 2023 | 65.26% |
| March 31, 2023 | 65.26% |
| February 28, 2023 | 65.26% |
| January 31, 2023 | 65.26% |
| December 31, 2022 | 65.26% |
| November 30, 2022 | 65.26% |
| October 31, 2022 | 65.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.00% |
| August 31, 2022 | 63.57% |
| July 31, 2022 | 63.57% |
| June 30, 2022 | 63.57% |
| May 31, 2022 | 62.50% |
| April 30, 2022 | 62.50% |
| March 31, 2022 | 62.50% |
| February 28, 2022 | 60.38% |
| January 31, 2022 | 51.94% |
| December 31, 2021 | 51.94% |
| November 30, 2021 | 51.94% |
| October 31, 2021 | 51.94% |
| September 30, 2021 | 51.94% |
| August 31, 2021 | 51.94% |
| July 31, 2021 | 51.94% |
| June 30, 2021 | 51.94% |
| May 31, 2021 | 51.94% |
| April 30, 2021 | 51.94% |
| March 31, 2021 | 51.94% |
| February 28, 2021 | 51.94% |
| January 31, 2021 | 51.94% |
| December 31, 2020 | 52.74% |
| November 30, 2020 | 52.74% |
| October 31, 2020 | 52.74% |
| September 30, 2020 | 52.74% |
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
51.94%
Minimum
Jan 2021
65.26%
Maximum
Oct 2022
59.73%
Average
62.50%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Badger Meter Inc | 38.97% |
| Teradyne Inc | 57.52% |
| Keysight Technologies Inc | 42.62% |
| Electro-Sensors Inc | 59.29% |
| Frequency Electronics Inc | 62.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.30 |
| Beta (5Y) | 1.463 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.09% |
| Historical Sharpe Ratio (5Y) | 0.1358 |
| Historical Sortino (5Y) | 0.2312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.19% |