Carlisle Companies Inc (CSL)
385.62
-2.63
(-0.68%)
USD |
NYSE |
May 01, 16:00
385.62
0.00 (0.00%)
After-Hours: 20:00
Carlisle Max Drawdown (5Y): 38.68% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 38.68% |
March 31, 2024 | 38.68% |
February 29, 2024 | 38.68% |
January 31, 2024 | 38.68% |
December 31, 2023 | 38.68% |
November 30, 2023 | 38.68% |
October 31, 2023 | 38.68% |
September 30, 2023 | 38.68% |
August 31, 2023 | 38.68% |
July 31, 2023 | 38.68% |
June 30, 2023 | 38.68% |
May 31, 2023 | 38.68% |
April 30, 2023 | 38.68% |
March 31, 2023 | 38.68% |
February 28, 2023 | 38.68% |
January 31, 2023 | 38.68% |
December 31, 2022 | 38.68% |
November 30, 2022 | 38.68% |
October 31, 2022 | 38.68% |
September 30, 2022 | 38.68% |
August 31, 2022 | 38.68% |
July 31, 2022 | 38.68% |
June 30, 2022 | 38.68% |
May 31, 2022 | 38.68% |
April 30, 2022 | 38.68% |
Date | Value |
---|---|
March 31, 2022 | 38.68% |
February 28, 2022 | 38.68% |
January 31, 2022 | 38.68% |
December 31, 2021 | 38.68% |
November 30, 2021 | 38.68% |
October 31, 2021 | 38.68% |
September 30, 2021 | 38.68% |
August 31, 2021 | 38.68% |
July 31, 2021 | 38.68% |
June 30, 2021 | 38.68% |
May 31, 2021 | 38.68% |
April 30, 2021 | 38.68% |
March 31, 2021 | 38.68% |
February 28, 2021 | 38.68% |
January 31, 2021 | 38.68% |
December 31, 2020 | 38.68% |
November 30, 2020 | 38.68% |
October 31, 2020 | 38.68% |
September 30, 2020 | 38.68% |
August 31, 2020 | 38.68% |
July 31, 2020 | 38.68% |
June 30, 2020 | 38.68% |
May 31, 2020 | 38.68% |
April 30, 2020 | 38.68% |
March 31, 2020 | 38.68% |
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
27.39%
Minimum
May 2019
38.68%
Maximum
Mar 2020
36.79%
Average
38.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
General Electric Co | 81.01% |
Acuity Brands Inc | 74.22% |
Emerson Electric Co | 50.76% |
ITT Inc | 49.53% |
Nordson Corp | 44.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.75 |
Beta (5Y) | 0.9051 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.36% |
Historical Sharpe Ratio (5Y) | 0.7437 |
Historical Sortino (5Y) | 1.060 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.30% |