Applied Industrial Technologies Inc (AIT)
184.04
-6.44
(-3.38%)
USD |
NYSE |
Jun 14, 16:00
184.04
0.00 (0.00%)
After-Hours: 18:45
Applied Industrial Technologies Max Drawdown (5Y): 59.29% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 59.29% |
April 30, 2024 | 59.29% |
March 31, 2024 | 59.29% |
February 29, 2024 | 59.29% |
January 31, 2024 | 59.29% |
December 31, 2023 | 59.29% |
November 30, 2023 | 59.29% |
October 31, 2023 | 59.29% |
September 30, 2023 | 59.29% |
August 31, 2023 | 59.29% |
July 31, 2023 | 59.29% |
June 30, 2023 | 59.29% |
May 31, 2023 | 59.29% |
April 30, 2023 | 59.29% |
March 31, 2023 | 59.29% |
February 28, 2023 | 59.29% |
January 31, 2023 | 59.29% |
December 31, 2022 | 59.29% |
November 30, 2022 | 59.29% |
October 31, 2022 | 59.29% |
September 30, 2022 | 59.29% |
August 31, 2022 | 59.29% |
July 31, 2022 | 59.29% |
June 30, 2022 | 59.29% |
May 31, 2022 | 59.29% |
Date | Value |
---|---|
April 30, 2022 | 59.29% |
March 31, 2022 | 59.29% |
February 28, 2022 | 59.29% |
January 31, 2022 | 59.29% |
December 31, 2021 | 59.29% |
November 30, 2021 | 59.29% |
October 31, 2021 | 59.29% |
September 30, 2021 | 59.29% |
August 31, 2021 | 59.29% |
July 31, 2021 | 59.29% |
June 30, 2021 | 59.29% |
May 31, 2021 | 59.29% |
April 30, 2021 | 59.29% |
March 31, 2021 | 59.29% |
February 28, 2021 | 59.29% |
January 31, 2021 | 59.29% |
December 31, 2020 | 59.29% |
November 30, 2020 | 59.29% |
October 31, 2020 | 59.29% |
September 30, 2020 | 59.29% |
August 31, 2020 | 59.29% |
July 31, 2020 | 59.29% |
June 30, 2020 | 59.29% |
May 31, 2020 | 59.29% |
April 30, 2020 | 59.29% |
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
36.27%
Minimum
Jun 2019
59.29%
Maximum
Mar 2020
55.84%
Average
59.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
DXP Enterprises Inc | 77.28% |
MSC Industrial Direct Co Inc | 48.19% |
BlueLinx Holdings Inc | 91.71% |
Distribution Solutions Group Inc | 58.03% |
Beacon Roofing Supply Inc | 81.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.79 |
Beta (5Y) | 1.081 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.38% |
Historical Sharpe Ratio (5Y) | 0.8569 |
Historical Sortino (5Y) | 1.146 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.30% |