Rockwell Automation Inc (ROK)
285.87
-0.54
(-0.19%)
USD |
NYSE |
Sep 29, 16:00
285.95
+0.08
(+0.03%)
After-Hours: 20:00
Rockwell Automation Max Drawdown (5Y): 45.09% for Aug. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| January 31, 2020 | 30.40% |
| December 31, 2019 | 30.40% |
| November 30, 2019 | 30.40% |
| October 31, 2019 | 30.40% |
| September 30, 2019 | 30.40% |
| August 31, 2019 | 30.40% |
| July 31, 2019 | 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
28.41%
Minimum
Oct 2018
45.09%
Maximum
Jun 2022
39.56%
Average
42.36%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AMETEK Inc | 42.70% |
| Broadwind Inc | 91.13% |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 92.43% |
| Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.794 |
| Beta (5Y) | 1.452 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.68% |
| Historical Sharpe Ratio (5Y) | 0.5445 |
| Historical Sortino (5Y) | 0.8068 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.45% |