ITT, Inc. (ITT)
205.33
+0.37
(+0.18%)
USD |
NYSE |
Aug 25, 14:43
ITT Max Drawdown (5Y) : 37.96% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 37.96% |
| June 30, 2026 | 37.96% |
| May 31, 2026 | 37.96% |
| April 30, 2026 | 37.96% |
| March 31, 2026 | 37.96% |
| February 28, 2026 | 37.96% |
| January 31, 2026 | 37.96% |
| December 31, 2025 | 37.96% |
| November 30, 2025 | 37.96% |
| October 31, 2025 | 37.96% |
| September 30, 2025 | 37.96% |
| August 31, 2025 | 37.96% |
| July 31, 2025 | 37.96% |
| June 30, 2025 | 37.96% |
| May 31, 2025 | 37.96% |
| April 30, 2025 | 37.96% |
| March 31, 2025 | 40.85% |
| February 28, 2025 | 49.53% |
| January 31, 2025 | 49.53% |
| December 31, 2024 | 49.53% |
| November 30, 2024 | 49.53% |
| October 31, 2024 | 49.53% |
| September 30, 2024 | 49.53% |
| August 31, 2024 | 49.53% |
| July 31, 2024 | 49.53% |
| Date | Value |
|---|---|
| June 30, 2024 | 49.53% |
| May 31, 2024 | 49.53% |
| April 30, 2024 | 49.53% |
| March 31, 2024 | 49.53% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| IDEX Corp. | 34.60% |
| Flowserve Corp. | 52.30% |
| Griffon Corp. | 39.02% |
| Enerpac Tool Group Corp. | 46.30% |
| Columbus McKinnon Corp. | 76.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8087 |
| Beta (5Y) | 1.266 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.35% |
| Historical Sharpe Ratio (5Y) | 0.4557 |
| Historical Sortino (5Y) | 0.9315 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.31% |