ITT Inc (ITT)
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+3.26
(+2.14%)
USD |
NYSE |
Nov 21, 16:00
155.01
-0.45
(-0.29%)
Pre-Market: 08:16
ITT Max Drawdown (5Y): 49.53% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 49.53% |
| September 30, 2024 | 49.53% |
| August 31, 2024 | 49.53% |
| July 31, 2024 | 49.53% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
49.53%
Maximum
Mar 2020
48.78%
Average
49.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| American Superconductor Corp | 89.06% |
| Nordson Corp | 44.23% |
| Taylor Devices Inc | 66.49% |
| TPI Composites Inc | 97.57% |
| Serve Robotics Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5037 |
| Beta (5Y) | 1.410 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.46% |
| Historical Sharpe Ratio (5Y) | 0.5626 |
| Historical Sortino (5Y) | 0.7683 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.72% |