Allison Transmission Holdings Inc (ALSN)
75.14
-0.19
(-0.25%)
USD |
NYSE |
May 17, 16:00
75.14
0.00 (0.00%)
After-Hours: 20:00
Allison Transmission Holdings Max Drawdown (5Y): 48.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 48.67% |
March 31, 2024 | 48.67% |
February 29, 2024 | 48.67% |
January 31, 2024 | 48.67% |
December 31, 2023 | 48.67% |
November 30, 2023 | 48.67% |
October 31, 2023 | 48.67% |
September 30, 2023 | 48.67% |
August 31, 2023 | 48.67% |
July 31, 2023 | 48.67% |
June 30, 2023 | 48.67% |
May 31, 2023 | 48.67% |
April 30, 2023 | 48.67% |
March 31, 2023 | 48.67% |
February 28, 2023 | 48.67% |
January 31, 2023 | 48.67% |
December 31, 2022 | 48.67% |
November 30, 2022 | 48.67% |
October 31, 2022 | 48.67% |
September 30, 2022 | 48.67% |
August 31, 2022 | 48.67% |
July 31, 2022 | 48.67% |
June 30, 2022 | 48.67% |
May 31, 2022 | 48.67% |
April 30, 2022 | 48.67% |
Date | Value |
---|---|
March 31, 2022 | 48.67% |
February 28, 2022 | 48.67% |
January 31, 2022 | 48.67% |
December 31, 2021 | 48.67% |
November 30, 2021 | 48.67% |
October 31, 2021 | 48.67% |
September 30, 2021 | 48.67% |
August 31, 2021 | 48.67% |
July 31, 2021 | 48.67% |
June 30, 2021 | 48.67% |
May 31, 2021 | 48.67% |
April 30, 2021 | 48.67% |
March 31, 2021 | 48.67% |
February 28, 2021 | 48.67% |
January 31, 2021 | 48.67% |
December 31, 2020 | 48.67% |
November 30, 2020 | 48.67% |
October 31, 2020 | 48.67% |
September 30, 2020 | 48.67% |
August 31, 2020 | 48.67% |
July 31, 2020 | 48.67% |
June 30, 2020 | 48.67% |
May 31, 2020 | 48.67% |
April 30, 2020 | 48.67% |
March 31, 2020 | 48.67% |
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
35.96%
Minimum
May 2019
48.67%
Maximum
Mar 2020
46.55%
Average
48.67%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Modine Manufacturing Co | 88.13% |
Visteon Corp | 70.89% |
American Axle & Mfg Holdings Inc | 89.20% |
Dorman Products Inc | 50.78% |
Hyliion Holdings Corp | 99.03% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.278 |
Beta (5Y) | 1.045 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.21% |
Historical Sharpe Ratio (5Y) | 0.3207 |
Historical Sortino (5Y) | 0.513 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.97% |