Powell Industries Inc (POWL)
287.99
+26.17
(+10.00%)
USD |
NASDAQ |
Nov 21, 16:00
291.80
+3.81
(+1.32%)
Pre-Market: 08:31
Powell Industries Max Drawdown (5Y): 68.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 68.84% |
| September 30, 2024 | 68.84% |
| August 31, 2024 | 68.84% |
| July 31, 2024 | 68.84% |
| June 30, 2024 | 68.84% |
| May 31, 2024 | 68.84% |
| April 30, 2024 | 68.84% |
| March 31, 2024 | 68.84% |
| February 29, 2024 | 68.84% |
| January 31, 2024 | 68.84% |
| December 31, 2023 | 68.84% |
| November 30, 2023 | 68.84% |
| October 31, 2023 | 68.84% |
| September 30, 2023 | 68.84% |
| August 31, 2023 | 68.84% |
| July 31, 2023 | 68.84% |
| June 30, 2023 | 68.84% |
| May 31, 2023 | 68.84% |
| April 30, 2023 | 68.84% |
| March 31, 2023 | 68.84% |
| February 28, 2023 | 68.84% |
| January 31, 2023 | 68.84% |
| December 31, 2022 | 68.84% |
| November 30, 2022 | 68.84% |
| October 31, 2022 | 68.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 68.84% |
| August 31, 2022 | 68.84% |
| July 31, 2022 | 68.84% |
| June 30, 2022 | 68.84% |
| May 31, 2022 | 68.84% |
| April 30, 2022 | 68.84% |
| March 31, 2022 | 68.84% |
| February 28, 2022 | 68.84% |
| January 31, 2022 | 68.84% |
| December 31, 2021 | 68.84% |
| November 30, 2021 | 68.84% |
| October 31, 2021 | 68.84% |
| September 30, 2021 | 68.84% |
| August 31, 2021 | 68.84% |
| July 31, 2021 | 68.84% |
| June 30, 2021 | 68.84% |
| May 31, 2021 | 68.84% |
| April 30, 2021 | 68.84% |
| March 31, 2021 | 68.84% |
| February 28, 2021 | 68.84% |
| January 31, 2021 | 68.84% |
| December 31, 2020 | 68.84% |
| November 30, 2020 | 68.84% |
| October 31, 2020 | 68.84% |
| September 30, 2020 | 68.84% |
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
65.29%
Minimum
Nov 2019
68.84%
Maximum
Mar 2020
68.61%
Average
68.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Limbach Holdings Inc | 84.10% |
| EnerSys | 56.24% |
| A.O. Smith Corp | 46.84% |
| Franklin Electric Co Inc | 32.02% |
| Pioneer Power Solutions Inc | 89.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 36.11 |
| Beta (5Y) | 0.8658 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.77% |
| Historical Sharpe Ratio (5Y) | 0.6777 |
| Historical Sortino (5Y) | 1.634 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.09% |