Rockwell Automation, Inc. (ROK)
429.69
-7.39
(-1.69%)
USD |
NYSE |
Aug 24, 16:00
429.00
-0.69
(-0.16%)
Pre-Market: 20:00
Rockwell Automation Max Drawdown (5Y) : 45.09% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 45.09% |
| June 30, 2026 | 45.09% |
| May 31, 2026 | 45.09% |
| April 30, 2026 | 45.09% |
| March 31, 2026 | 45.09% |
| February 28, 2026 | 45.09% |
| January 31, 2026 | 45.09% |
| December 31, 2025 | 45.09% |
| November 30, 2025 | 45.09% |
| October 31, 2025 | 45.09% |
| September 30, 2025 | 45.09% |
| August 31, 2025 | 45.09% |
| July 31, 2025 | 45.09% |
| June 30, 2025 | 45.09% |
| May 31, 2025 | 45.09% |
| April 30, 2025 | 45.09% |
| March 31, 2025 | 45.09% |
| February 28, 2025 | 45.09% |
| January 31, 2025 | 45.09% |
| December 31, 2024 | 45.09% |
| November 30, 2024 | 45.09% |
| October 31, 2024 | 45.09% |
| September 30, 2024 | 45.09% |
| August 31, 2024 | 45.09% |
| July 31, 2024 | 45.09% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 45.09% |
| August 31, 2022 | 45.09% |
| July 31, 2022 | 45.09% |
| June 30, 2022 | 45.09% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Emerson Electric Co. | 29.61% |
| Honeywell International, Inc. | 27.15% |
| Powell Industries, Inc. | 59.32% |
| Generac Holdings, Inc. | 83.75% |
| AMETEK, Inc. | 27.06% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.690 |
| Beta (5Y) | 1.543 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.13% |
| Historical Sharpe Ratio (5Y) | 0.2338 |
| Historical Sortino (5Y) | 0.4149 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.78% |