Park-Ohio Holdings Corp (PKOH)
22.36
-0.31
(-1.37%)
USD |
NASDAQ |
Mar 25, 16:00
22.36
0.00 (0.00%)
After-Hours: 20:00
Park-Ohio Holdings Max Drawdown (5Y): 78.54% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Quality Industrial Corp | 99.71% |
| Next-ChemX Corp | 97.21% |
| Luxfer Holdings PLC | 65.70% |
| Symbotic Inc | -- |
| Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.22 |
| Beta (5Y) | 1.161 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.39% |
| Historical Sharpe Ratio (5Y) | -0.0108 |
| Historical Sortino (5Y) | -0.0214 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.36% |