Rockwell Automation Inc (ROK)
269.85
-3.65
(-1.33%)
USD |
NYSE |
Apr 19, 16:00
269.96
+0.11
(+0.04%)
After-Hours: 20:00
Rockwell Automation Max Drawdown (5Y): 45.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 43.85% |
| April 30, 2022 | 42.36% |
| March 31, 2022 | 42.36% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 42.36% |
| July 31, 2020 | 42.36% |
| June 30, 2020 | 42.36% |
| May 31, 2020 | 42.36% |
| April 30, 2020 | 42.36% |
| March 31, 2020 | 42.36% |
| February 29, 2020 | 30.40% |
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
Apr 2019
45.09%
Maximum
Jun 2022
41.19%
Average
42.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Broadwind Inc | 87.35% |
| CVD Equipment Corp | 84.75% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 92.43% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.927 |
| Beta (5Y) | 1.429 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.19% |
| Historical Sharpe Ratio (5Y) | 0.3233 |
| Historical Sortino (5Y) | 0.4864 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.77% |