Park-Ohio Holdings Corp (PKOH)
32.28
+0.28
(+0.88%)
USD |
NASDAQ |
Nov 21, 16:00
30.95
-1.33
(-4.12%)
After-Hours: 05:51
Park-Ohio Holdings Max Drawdown (5Y): 78.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.54% |
September 30, 2024 | 78.54% |
August 31, 2024 | 78.54% |
July 31, 2024 | 78.54% |
June 30, 2024 | 78.54% |
May 31, 2024 | 78.54% |
April 30, 2024 | 78.54% |
March 31, 2024 | 78.54% |
February 29, 2024 | 78.54% |
January 31, 2024 | 78.54% |
December 31, 2023 | 78.54% |
November 30, 2023 | 78.54% |
October 31, 2023 | 78.54% |
September 30, 2023 | 78.54% |
August 31, 2023 | 78.54% |
July 31, 2023 | 78.54% |
June 30, 2023 | 78.54% |
May 31, 2023 | 78.54% |
April 30, 2023 | 78.54% |
March 31, 2023 | 78.54% |
February 28, 2023 | 78.54% |
January 31, 2023 | 78.54% |
December 31, 2022 | 78.54% |
November 30, 2022 | 78.54% |
October 31, 2022 | 78.54% |
Date | Value |
---|---|
September 30, 2022 | 78.54% |
August 31, 2022 | 78.54% |
July 31, 2022 | 78.54% |
June 30, 2022 | 78.54% |
May 31, 2022 | 78.54% |
April 30, 2022 | 78.54% |
March 31, 2022 | 77.60% |
February 28, 2022 | 77.60% |
January 31, 2022 | 77.60% |
December 31, 2021 | 77.60% |
November 30, 2021 | 77.60% |
October 31, 2021 | 77.60% |
September 30, 2021 | 77.60% |
August 31, 2021 | 77.60% |
July 31, 2021 | 77.60% |
June 30, 2021 | 77.60% |
May 31, 2021 | 77.60% |
April 30, 2021 | 77.60% |
March 31, 2021 | 77.60% |
February 28, 2021 | 77.60% |
January 31, 2021 | 77.60% |
December 31, 2020 | 77.60% |
November 30, 2020 | 77.60% |
October 31, 2020 | 77.60% |
September 30, 2020 | 77.60% |
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
63.23%
Minimum
Nov 2019
78.54%
Maximum
Apr 2022
77.13%
Average
78.54%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
Quality Industrial Corp | 99.71% |
Next-ChemX Corp | 97.14% |
Luxfer Holdings PLC | 65.70% |
Symbotic Inc | -- |
Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.76 |
Beta (5Y) | 1.164 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.10% |
Historical Sharpe Ratio (5Y) | -0.029 |
Historical Sortino (5Y) | -0.0493 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.05% |