Parker Hannifin Corp (PH)

647.20 +7.93 (+1.24%) USD  |  NYSE  |  Dec 20, 16:00
647.53 +0.33 (+0.05%) After-Hours: 20:00
More

Parker Hannifin Max Drawdown (5Y): 54.68% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for PH.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Graham Corp 74.81%
Ingersoll Rand Inc 50.27%
Crane Co --
Flowserve Corp 64.82%
RBC Bearings Inc 55.06%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.086
Beta (5Y) 1.436
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.63%
Historical Sharpe Ratio (5Y) 0.8162
Historical Sortino (5Y) 1.054
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.78%