The Timken Co (TKR)
75.22
+1.28
(+1.73%)
USD |
NYSE |
Nov 21, 16:00
75.26
+0.04
(+0.05%)
After-Hours: 20:00
Timken Max Drawdown (5Y): 58.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 58.26% |
September 30, 2024 | 58.26% |
August 31, 2024 | 58.26% |
July 31, 2024 | 58.26% |
June 30, 2024 | 58.26% |
May 31, 2024 | 58.26% |
April 30, 2024 | 58.26% |
March 31, 2024 | 58.26% |
February 29, 2024 | 58.26% |
January 31, 2024 | 58.26% |
December 31, 2023 | 58.26% |
November 30, 2023 | 58.26% |
October 31, 2023 | 58.26% |
September 30, 2023 | 58.26% |
August 31, 2023 | 58.26% |
July 31, 2023 | 58.26% |
June 30, 2023 | 58.26% |
May 31, 2023 | 58.26% |
April 30, 2023 | 58.26% |
March 31, 2023 | 58.26% |
February 28, 2023 | 58.26% |
January 31, 2023 | 58.26% |
December 31, 2022 | 58.26% |
November 30, 2022 | 58.26% |
October 31, 2022 | 58.26% |
Date | Value |
---|---|
September 30, 2022 | 58.26% |
August 31, 2022 | 58.26% |
July 31, 2022 | 58.26% |
June 30, 2022 | 58.26% |
May 31, 2022 | 58.26% |
April 30, 2022 | 58.26% |
March 31, 2022 | 58.26% |
February 28, 2022 | 58.26% |
January 31, 2022 | 58.26% |
December 31, 2021 | 58.26% |
November 30, 2021 | 58.26% |
October 31, 2021 | 58.26% |
September 30, 2021 | 58.26% |
August 31, 2021 | 58.26% |
July 31, 2021 | 58.26% |
June 30, 2021 | 58.26% |
May 31, 2021 | 58.26% |
April 30, 2021 | 58.26% |
March 31, 2021 | 58.26% |
February 28, 2021 | 58.26% |
January 31, 2021 | 58.26% |
December 31, 2020 | 58.26% |
November 30, 2020 | 58.26% |
October 31, 2020 | 58.26% |
September 30, 2020 | 58.26% |
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
51.01%
Minimum
Nov 2019
58.26%
Maximum
Mar 2020
57.78%
Average
58.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
RBC Bearings Inc | 55.06% |
Graham Corp | 74.81% |
Cummins Inc | 44.05% |
Hyperscale Data Inc | 100.00% |
Omega Flex Inc | 74.73% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.692 |
Beta (5Y) | 1.430 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.33% |
Historical Sharpe Ratio (5Y) | 0.2963 |
Historical Sortino (5Y) | 0.423 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.54% |