O'Reilly Automotive Inc (ORLY)
1204.74
+15.87
(+1.33%)
USD |
NASDAQ |
Nov 21, 16:00
1205.00
+0.26
(+0.02%)
After-Hours: 20:00
O'Reilly Automotive Max Drawdown (5Y): 42.00% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.00% |
| September 30, 2024 | 42.00% |
| August 31, 2024 | 42.00% |
| July 31, 2024 | 42.00% |
| June 30, 2024 | 42.00% |
| May 31, 2024 | 42.00% |
| April 30, 2024 | 42.00% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
42.00%
Maximum
Mar 2020
41.91%
Average
42.00%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AutoZone Inc | 42.14% |
| Advance Auto Parts Inc | 84.09% |
| CarParts.com Inc | 96.87% |
| QuantumScape Corp | -- |
| Nuvve Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.288 |
| Beta (5Y) | 0.9179 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.55% |
| Historical Sharpe Ratio (5Y) | 0.7488 |
| Historical Sortino (5Y) | 1.132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.41% |