PortfoliosLab logo

Modine Manufacturing Company (MOD)

Equity · Currency in USD
Sector
Consumer Cyclical
Industry
Auto Parts
ISIN
US6078281002
CUSIP
607828100

MODPrice Chart


Chart placeholderClick Calculate to get results

MODPerformance

The chart shows the growth of $10,000 invested in Modine Manufacturing Company on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,560 for a total return of roughly -14.40%. All prices are adjusted for splits and dividends.


MOD (Modine Manufacturing Company)
Benchmark (S&P 500)

MODReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD4.86%-3.97%
1M5.91%-0.94%
6M-32.18%7.48%
1Y-22.43%21.47%
5Y-5.18%15.05%
10Y-0.22%13.31%

MODMonthly Returns Heatmap


Chart placeholderClick Calculate to get results

MODSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Modine Manufacturing Company Sharpe ratio is -0.51. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


MOD (Modine Manufacturing Company)
Benchmark (S&P 500)

MODDividends


Modine Manufacturing Company doesn't pay dividends

MODDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


MOD (Modine Manufacturing Company)
Benchmark (S&P 500)

MODWorst Drawdowns

The table below shows the maximum drawdowns of the Modine Manufacturing Company. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Modine Manufacturing Company is 88.13%, recorded on Apr 3, 2020. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-88.13%Feb 27, 2018530Apr 3, 2020
-67.9%Apr 29, 2011277Jun 4, 20121334Sep 21, 20171611
-49.59%Apr 30, 201044Jul 1, 201089Nov 5, 2010133
-27.2%Jan 6, 201022Feb 5, 201042Apr 8, 201064
-25.49%Jan 6, 201148Mar 16, 201130Apr 28, 201178
-15.01%Nov 29, 201712Dec 14, 201732Feb 1, 201844
-10.57%Nov 9, 20106Nov 16, 201012Dec 3, 201018
-8.09%Nov 6, 20178Nov 15, 20178Nov 28, 201716
-7.01%Apr 16, 20102Apr 19, 20103Apr 22, 20105
-5.95%Feb 5, 20187Feb 13, 20186Feb 22, 201813

MODVolatility Chart

Current Modine Manufacturing Company volatility is 31.49%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


MOD (Modine Manufacturing Company)
Benchmark (S&P 500)

Portfolios with Modine Manufacturing Company


Loading data...

More Tools for Modine Manufacturing Company