Modine Manufacturing Co (MOD)

118.89 +0.87 (+0.74%) USD  |  NYSE  |  Dec 20, 16:00
120.50 +1.61 (+1.35%) After-Hours: 20:00
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Modine Manufacturing Max Drawdown (5Y): 88.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Max Drawdown (5Y) Benchmarks

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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) 45.62
Beta (5Y) 2.308
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 67.50%
Historical Sharpe Ratio (5Y) 1.132
Historical Sortino (5Y) 1.980
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.57%