O'Reilly Automotive Inc (ORLY)
1054.13
-38.57
(-3.53%)
USD |
NASDAQ |
Apr 25, 16:00
1050.01
-4.12
(-0.39%)
After-Hours: 20:00
O'Reilly Automotive Max Drawdown (5Y): 42.00% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 42.00% |
February 29, 2024 | 42.00% |
January 31, 2024 | 42.00% |
December 31, 2023 | 42.00% |
November 30, 2023 | 42.00% |
October 31, 2023 | 42.00% |
September 30, 2023 | 42.00% |
August 31, 2023 | 42.00% |
July 31, 2023 | 42.00% |
June 30, 2023 | 42.00% |
May 31, 2023 | 42.00% |
April 30, 2023 | 42.00% |
March 31, 2023 | 42.00% |
February 28, 2023 | 42.00% |
January 31, 2023 | 42.00% |
December 31, 2022 | 42.00% |
November 30, 2022 | 42.00% |
October 31, 2022 | 42.00% |
September 30, 2022 | 42.00% |
August 31, 2022 | 42.00% |
July 31, 2022 | 42.00% |
June 30, 2022 | 42.00% |
May 31, 2022 | 42.00% |
April 30, 2022 | 42.00% |
March 31, 2022 | 42.00% |
Date | Value |
---|---|
February 28, 2022 | 42.00% |
January 31, 2022 | 42.00% |
December 31, 2021 | 42.00% |
November 30, 2021 | 42.00% |
October 31, 2021 | 42.00% |
September 30, 2021 | 42.00% |
August 31, 2021 | 42.00% |
July 31, 2021 | 42.00% |
June 30, 2021 | 42.00% |
May 31, 2021 | 42.00% |
April 30, 2021 | 42.00% |
March 31, 2021 | 42.00% |
February 28, 2021 | 42.00% |
January 31, 2021 | 42.00% |
December 31, 2020 | 42.00% |
November 30, 2020 | 42.00% |
October 31, 2020 | 42.00% |
September 30, 2020 | 42.00% |
August 31, 2020 | 42.00% |
July 31, 2020 | 42.00% |
June 30, 2020 | 42.00% |
May 31, 2020 | 42.00% |
April 30, 2020 | 42.00% |
March 31, 2020 | 42.00% |
February 29, 2020 | 40.53% |
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
40.53%
Minimum
Apr 2019
42.00%
Maximum
Mar 2020
41.73%
Average
42.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Advance Auto Parts Inc | 78.88% |
AutoZone Inc | 42.14% |
CarParts.com Inc | 92.78% |
QuantumScape Corp | -- |
Nuvve Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.57 |
Beta (5Y) | 0.8601 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.20% |
Historical Sharpe Ratio (5Y) | 0.8649 |
Historical Sortino (5Y) | 1.280 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.61% |