Rockwell Automation Inc (ROK)
264.65
-4.07
(-1.51%)
USD |
NYSE |
Nov 04, 16:00
265.00
+0.35
(+0.13%)
Pre-Market: 08:32
Rockwell Automation Max Drawdown (5Y): 45.09% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.09% |
| September 30, 2024 | 45.09% |
| August 31, 2024 | 45.09% |
| July 31, 2024 | 45.09% |
| June 30, 2024 | 45.09% |
| May 31, 2024 | 45.09% |
| April 30, 2024 | 45.09% |
| March 31, 2024 | 45.09% |
| February 29, 2024 | 45.09% |
| January 31, 2024 | 45.09% |
| December 31, 2023 | 45.09% |
| November 30, 2023 | 45.09% |
| October 31, 2023 | 45.09% |
| September 30, 2023 | 45.09% |
| August 31, 2023 | 45.09% |
| July 31, 2023 | 45.09% |
| June 30, 2023 | 45.09% |
| May 31, 2023 | 45.09% |
| April 30, 2023 | 45.09% |
| March 31, 2023 | 45.09% |
| February 28, 2023 | 45.09% |
| January 31, 2023 | 45.09% |
| December 31, 2022 | 45.09% |
| November 30, 2022 | 45.09% |
| October 31, 2022 | 45.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.09% |
| August 31, 2022 | 45.09% |
| July 31, 2022 | 45.09% |
| June 30, 2022 | 45.09% |
| May 31, 2022 | 43.85% |
| April 30, 2022 | 42.36% |
| March 31, 2022 | 42.36% |
| February 28, 2022 | 42.36% |
| January 31, 2022 | 42.36% |
| December 31, 2021 | 42.36% |
| November 30, 2021 | 42.36% |
| October 31, 2021 | 42.36% |
| September 30, 2021 | 42.36% |
| August 31, 2021 | 42.36% |
| July 31, 2021 | 42.36% |
| June 30, 2021 | 42.36% |
| May 31, 2021 | 42.36% |
| April 30, 2021 | 42.36% |
| March 31, 2021 | 42.36% |
| February 28, 2021 | 42.36% |
| January 31, 2021 | 42.36% |
| December 31, 2020 | 42.36% |
| November 30, 2020 | 42.36% |
| October 31, 2020 | 42.36% |
| September 30, 2020 | 42.36% |
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
30.40%
Minimum
Nov 2019
45.09%
Maximum
Jun 2022
42.90%
Average
43.10%
Median
Max Drawdown (5Y) Benchmarks
| Emerson Electric Co | 50.76% |
| AMETEK Inc | 42.70% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 90.63% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.819 |
| Beta (5Y) | 1.363 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.33% |
| Historical Sharpe Ratio (5Y) | 0.2713 |
| Historical Sortino (5Y) | 0.4082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.57% |