Modine Manufacturing Co (MOD)
88.57
+0.77
(+0.88%)
USD |
NYSE |
Mar 21, 16:00
88.00
-0.57
(-0.64%)
After-Hours: 20:00
Modine Manufacturing Max Drawdown (5Y): 88.13% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| BorgWarner Inc | 65.38% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Hyliion Holdings Corp | 99.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 24.49 |
| Beta (5Y) | 2.480 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.03% |
| Historical Sharpe Ratio (5Y) | 0.9514 |
| Historical Sortino (5Y) | 2.593 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.59% |