Snap-on Inc (SNA)
269.48
+2.61
(+0.98%)
USD |
NYSE |
May 03, 14:59
Snap-on Max Drawdown (5Y): 47.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 47.38% |
March 31, 2024 | 47.38% |
February 29, 2024 | 47.38% |
January 31, 2024 | 47.38% |
December 31, 2023 | 47.38% |
November 30, 2023 | 47.38% |
October 31, 2023 | 47.38% |
September 30, 2023 | 47.38% |
August 31, 2023 | 47.38% |
July 31, 2023 | 47.38% |
June 30, 2023 | 47.38% |
May 31, 2023 | 47.38% |
April 30, 2023 | 47.38% |
March 31, 2023 | 47.38% |
February 28, 2023 | 47.38% |
January 31, 2023 | 47.38% |
December 31, 2022 | 47.38% |
November 30, 2022 | 47.38% |
October 31, 2022 | 47.38% |
September 30, 2022 | 47.38% |
August 31, 2022 | 47.38% |
July 31, 2022 | 47.38% |
June 30, 2022 | 47.38% |
May 31, 2022 | 47.38% |
April 30, 2022 | 47.38% |
Date | Value |
---|---|
March 31, 2022 | 47.38% |
February 28, 2022 | 47.38% |
January 31, 2022 | 47.38% |
December 31, 2021 | 47.38% |
November 30, 2021 | 47.38% |
October 31, 2021 | 47.38% |
September 30, 2021 | 47.38% |
August 31, 2021 | 47.38% |
July 31, 2021 | 47.38% |
June 30, 2021 | 47.38% |
May 31, 2021 | 47.38% |
April 30, 2021 | 47.38% |
March 31, 2021 | 47.38% |
February 28, 2021 | 47.38% |
January 31, 2021 | 47.38% |
December 31, 2020 | 47.38% |
November 30, 2020 | 47.38% |
October 31, 2020 | 47.38% |
September 30, 2020 | 47.38% |
August 31, 2020 | 47.38% |
July 31, 2020 | 47.38% |
June 30, 2020 | 47.38% |
May 31, 2020 | 47.38% |
April 30, 2020 | 47.38% |
March 31, 2020 | 47.35% |
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
27.35%
Minimum
May 2019
47.38%
Maximum
Apr 2020
44.04%
Average
47.38%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Manitex International Inc | 76.56% |
EnerSys | 56.24% |
Textron Inc | 69.96% |
Safe & Green Holdings Corp | 99.45% |
Chicago Rivet & Machine Co | 58.85% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5487 |
Beta (5Y) | 1.001 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.74% |
Historical Sharpe Ratio (5Y) | 0.3965 |
Historical Sortino (5Y) | 0.5636 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.38% |