Modine Manufacturing Co (MOD)
86.52
+2.83
(+3.38%)
USD |
NYSE |
Apr 22, 16:00
86.79
+0.27
(+0.31%)
Pre-Market: 20:00
Modine Manufacturing Max Drawdown (5Y): 88.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 88.13% |
| February 29, 2024 | 88.13% |
| January 31, 2024 | 88.13% |
| December 31, 2023 | 88.13% |
| November 30, 2023 | 88.13% |
| October 31, 2023 | 88.13% |
| September 30, 2023 | 88.13% |
| August 31, 2023 | 88.13% |
| July 31, 2023 | 88.13% |
| June 30, 2023 | 88.13% |
| May 31, 2023 | 88.13% |
| April 30, 2023 | 88.13% |
| March 31, 2023 | 88.13% |
| February 28, 2023 | 88.13% |
| January 31, 2023 | 88.13% |
| December 31, 2022 | 88.13% |
| November 30, 2022 | 88.13% |
| October 31, 2022 | 88.13% |
| September 30, 2022 | 88.13% |
| August 31, 2022 | 88.13% |
| July 31, 2022 | 88.13% |
| June 30, 2022 | 88.13% |
| May 31, 2022 | 88.13% |
| April 30, 2022 | 88.13% |
| March 31, 2022 | 88.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 88.13% |
| January 31, 2022 | 88.13% |
| December 31, 2021 | 88.13% |
| November 30, 2021 | 88.13% |
| October 31, 2021 | 88.13% |
| September 30, 2021 | 88.13% |
| August 31, 2021 | 88.13% |
| July 31, 2021 | 88.13% |
| June 30, 2021 | 88.13% |
| May 31, 2021 | 88.13% |
| April 30, 2021 | 88.13% |
| March 31, 2021 | 88.13% |
| February 28, 2021 | 88.13% |
| January 31, 2021 | 88.13% |
| December 31, 2020 | 88.13% |
| November 30, 2020 | 88.13% |
| October 31, 2020 | 88.13% |
| September 30, 2020 | 88.13% |
| August 31, 2020 | 88.13% |
| July 31, 2020 | 88.13% |
| June 30, 2020 | 88.13% |
| May 31, 2020 | 88.13% |
| April 30, 2020 | 88.13% |
| March 31, 2020 | 87.37% |
| February 29, 2020 | 73.23% |
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
66.33%
Minimum
Apr 2019
88.13%
Maximum
Apr 2020
84.58%
Average
88.13%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Allison Transmission Holdings Inc | 48.67% |
| BorgWarner Inc | 65.56% |
| Monro Inc | 70.05% |
| Commercial Vehicle Group Inc | 90.48% |
| Dorman Products Inc | 50.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.16 |
| Beta (5Y) | 2.286 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.69% |
| Historical Sharpe Ratio (5Y) | 0.6366 |
| Historical Sortino (5Y) | 1.049 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.71% |