Brady Corp (BRC)
59.53
-0.47
(-0.78%)
USD |
NYSE |
Apr 26, 16:00
59.53
0.00 (0.00%)
After-Hours: 20:00
Brady Max Drawdown (5Y): 36.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 36.21% |
| February 29, 2024 | 36.21% |
| January 31, 2024 | 36.21% |
| December 31, 2023 | 36.21% |
| November 30, 2023 | 36.21% |
| October 31, 2023 | 36.21% |
| September 30, 2023 | 36.21% |
| August 31, 2023 | 36.21% |
| July 31, 2023 | 36.21% |
| June 30, 2023 | 36.21% |
| May 31, 2023 | 36.21% |
| April 30, 2023 | 36.21% |
| March 31, 2023 | 36.21% |
| February 28, 2023 | 36.21% |
| January 31, 2023 | 36.21% |
| December 31, 2022 | 36.21% |
| November 30, 2022 | 36.21% |
| October 31, 2022 | 36.21% |
| September 30, 2022 | 36.21% |
| August 31, 2022 | 36.21% |
| July 31, 2022 | 36.21% |
| June 30, 2022 | 36.21% |
| May 31, 2022 | 36.21% |
| April 30, 2022 | 36.21% |
| March 31, 2022 | 36.21% |
| Date | Value |
|---|---|
| February 28, 2022 | 36.21% |
| January 31, 2022 | 36.21% |
| December 31, 2021 | 36.21% |
| November 30, 2021 | 36.21% |
| October 31, 2021 | 36.21% |
| September 30, 2021 | 36.21% |
| August 31, 2021 | 36.21% |
| July 31, 2021 | 36.21% |
| June 30, 2021 | 36.21% |
| May 31, 2021 | 36.21% |
| April 30, 2021 | 36.21% |
| March 31, 2021 | 36.21% |
| February 28, 2021 | 36.21% |
| January 31, 2021 | 36.21% |
| December 31, 2020 | 36.21% |
| November 30, 2020 | 36.94% |
| October 31, 2020 | 37.81% |
| September 30, 2020 | 37.81% |
| August 31, 2020 | 37.81% |
| July 31, 2020 | 38.40% |
| June 30, 2020 | 42.82% |
| May 31, 2020 | 42.82% |
| April 30, 2020 | 42.82% |
| March 31, 2020 | 42.82% |
| February 29, 2020 | 42.82% |
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
36.21%
Minimum
Dec 2020
42.82%
Maximum
Apr 2019
37.99%
Average
36.21%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| MSA Safety Inc | 38.39% |
| Compx International Inc | 37.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 97.17% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.186 |
| Beta (5Y) | 0.7746 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.89% |
| Historical Sharpe Ratio (5Y) | 0.1902 |
| Historical Sortino (5Y) | 0.306 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.24% |