Itron Inc (ITRI)

109.10 +1.11 (+1.03%) USD  |  NASDAQ  |  Dec 20, 16:00
109.08 -0.02 (-0.02%) After-Hours: 20:00
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Itron Max Drawdown (5Y): 65.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Badger Meter Inc 38.97%
Keysight Technologies Inc 42.62%
Electro-Sensors Inc 59.29%
Frequency Electronics Inc 62.46%
MKS Instruments Inc 66.63%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.71
Beta (5Y) 1.457
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 41.42%
Historical Sharpe Ratio (5Y) 0.1388
Historical Sortino (5Y) 0.2381
Monthly Value at Risk (VaR) 5% (5Y Lookback) 16.19%