Crane Co (CR)
142.95
+1.47
(+1.04%)
USD |
NYSE |
May 03, 16:00
142.93
-0.02
(-0.01%)
Pre-Market: 20:00
Crane Max Drawdown (5Y): 60.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.03% |
March 31, 2024 | 60.03% |
February 29, 2024 | 60.03% |
January 31, 2024 | 60.03% |
December 31, 2023 | 60.03% |
November 30, 2023 | 60.03% |
October 31, 2023 | 60.03% |
September 30, 2023 | 60.03% |
August 31, 2023 | 60.03% |
July 31, 2023 | 60.03% |
June 30, 2023 | 60.03% |
May 31, 2023 | 60.03% |
April 30, 2023 | 60.03% |
March 31, 2023 | 60.03% |
February 28, 2023 | 60.03% |
January 31, 2023 | 60.03% |
December 31, 2022 | 60.03% |
November 30, 2022 | 60.03% |
October 31, 2022 | 60.03% |
September 30, 2022 | 60.03% |
August 31, 2022 | 60.03% |
July 31, 2022 | 60.03% |
June 30, 2022 | 60.03% |
May 31, 2022 | 60.03% |
April 30, 2022 | 60.03% |
Date | Value |
---|---|
March 31, 2022 | 60.03% |
February 28, 2022 | 60.03% |
January 31, 2022 | 60.03% |
December 31, 2021 | 60.03% |
November 30, 2021 | 60.03% |
October 31, 2021 | 60.03% |
September 30, 2021 | 60.03% |
August 31, 2021 | 60.03% |
July 31, 2021 | 60.03% |
June 30, 2021 | 60.03% |
May 31, 2021 | 60.03% |
April 30, 2021 | 60.03% |
March 31, 2021 | 60.03% |
February 28, 2021 | 60.03% |
January 31, 2021 | 60.03% |
December 31, 2020 | 60.03% |
November 30, 2020 | 60.03% |
October 31, 2020 | 60.03% |
September 30, 2020 | 60.03% |
August 31, 2020 | 60.03% |
July 31, 2020 | 60.03% |
June 30, 2020 | 60.03% |
May 31, 2020 | 60.03% |
April 30, 2020 | 60.03% |
March 31, 2020 | 60.03% |
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
41.60%
Minimum
May 2019
60.03%
Maximum
Mar 2020
56.96%
Average
60.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
IDEX Corp | 35.52% |
Flowserve Corp | 64.82% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.161 |
Beta (5Y) | 1.401 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.73% |
Historical Sharpe Ratio (5Y) | 0.2698 |
Historical Sortino (5Y) | 0.3112 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.52% |