ITT Inc (ITT)
136.03
-0.82
(-0.60%)
USD |
NYSE |
Mar 28, 16:00
136.82
+0.79
(+0.58%)
After-Hours: 20:00
ITT Max Drawdown (5Y): 49.53% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 49.53% |
January 31, 2024 | 49.53% |
December 31, 2023 | 49.53% |
November 30, 2023 | 49.53% |
October 31, 2023 | 49.53% |
September 30, 2023 | 49.53% |
August 31, 2023 | 49.53% |
July 31, 2023 | 49.53% |
June 30, 2023 | 49.53% |
May 31, 2023 | 49.53% |
April 30, 2023 | 49.53% |
March 31, 2023 | 49.53% |
February 28, 2023 | 49.53% |
January 31, 2023 | 49.53% |
December 31, 2022 | 49.53% |
November 30, 2022 | 49.53% |
October 31, 2022 | 49.53% |
September 30, 2022 | 49.53% |
August 31, 2022 | 49.53% |
July 31, 2022 | 49.53% |
June 30, 2022 | 49.53% |
May 31, 2022 | 49.53% |
April 30, 2022 | 49.53% |
March 31, 2022 | 49.53% |
February 28, 2022 | 49.53% |
Date | Value |
---|---|
January 31, 2022 | 49.53% |
December 31, 2021 | 49.53% |
November 30, 2021 | 49.53% |
October 31, 2021 | 49.53% |
September 30, 2021 | 49.53% |
August 31, 2021 | 49.53% |
July 31, 2021 | 49.53% |
June 30, 2021 | 49.53% |
May 31, 2021 | 49.53% |
April 30, 2021 | 49.53% |
March 31, 2021 | 49.53% |
February 28, 2021 | 49.53% |
January 31, 2021 | 49.53% |
December 31, 2020 | 49.53% |
November 30, 2020 | 49.53% |
October 31, 2020 | 49.53% |
September 30, 2020 | 49.53% |
August 31, 2020 | 49.53% |
July 31, 2020 | 49.53% |
June 30, 2020 | 49.53% |
May 31, 2020 | 49.53% |
April 30, 2020 | 49.53% |
March 31, 2020 | 49.53% |
February 29, 2020 | 38.24% |
January 31, 2020 | 38.24% |
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
38.24%
Minimum
Mar 2019
49.53%
Maximum
Mar 2020
47.28%
Average
49.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
General Electric Co | 81.50% |
Enerpac Tool Group Corp | 53.61% |
Dover Corp | 45.23% |
Illinois Tool Works Inc | 37.85% |
American Superconductor Corp | 89.06% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.963 |
Beta (5Y) | 1.425 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.60% |
Historical Sharpe Ratio (5Y) | 0.4999 |
Historical Sortino (5Y) | 0.702 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |