The Timken Co (TKR)
78.36
-5.01
(-6.01%)
USD |
NYSE |
Nov 05, 10:27
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% |
| Hyperscale Data Inc | 100.00% |
| Omega Flex Inc | 74.73% |
| Smith & Wesson Brands Inc | 80.40% |
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% |