ITT Inc (ITT)

143.68 +1.15 (+0.81%) USD  |  NYSE  |  Dec 20, 16:00
143.66 -0.02 (-0.01%) After-Hours: 20:00
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ITT Max Drawdown (5Y): 49.53% 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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Median

Max Drawdown (5Y) Benchmarks

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Kadant Inc 51.98%
American Superconductor Corp 89.06%
Nordson Corp 44.23%
Taylor Devices Inc 66.49%
TPI Composites Inc 97.57%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -2.272
Beta (5Y) 1.402
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 31.46%
Historical Sharpe Ratio (5Y) 0.5231
Historical Sortino (5Y) 0.7112
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.72%