Illinois Tool Works Inc (ITW)

258.82 +0.71 (+0.28%) USD  |  NYSE  |  Dec 20, 16:00
259.11 +0.29 (+0.11%) After-Hours: 20:00
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Illinois Tool Works Max Drawdown (5Y): 37.85% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
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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Median

Max Drawdown (5Y) Benchmarks

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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) -4.731
Beta (5Y) 1.097
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 22.84%
Historical Sharpe Ratio (5Y) 0.4342
Historical Sortino (5Y) 0.6457
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.24%