Rockwell Automation Inc (ROK)

289.79 +3.79 (+1.33%) USD  |  NYSE  |  Dec 20, 16:00
285.36 -4.43 (-1.53%) After-Hours: 20:00
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Rockwell Automation Max Drawdown (5Y): 45.09% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Broadwind Inc 87.35%
CVD Equipment Corp 85.60%
Ocean Power Technologies Inc 99.88%
SIFCO Industries Inc 91.73%
Nuburu Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.08
Beta (5Y) 1.359
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.39%
Historical Sharpe Ratio (5Y) 0.2491
Historical Sortino (5Y) 0.3736
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.57%