The Timken Co (TKR)
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Mar 26, 11:10
Timken Max Drawdown (5Y): 58.26% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| RBC Bearings Inc | 55.06% |
| Graham Corp | 74.81% |
| Hyperscale Data Inc | 100.00% |
| Omega Flex Inc | 79.67% |
| Smith & Wesson Brands Inc | 80.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.652 |
| Beta (5Y) | 1.374 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 31.20% |
| Historical Sharpe Ratio (5Y) | 0.3846 |
| Historical Sortino (5Y) | 0.8335 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |