Crane Co (CR)
142.21
+4.10
(+2.97%)
USD |
NYSE |
Apr 24, 11:14
Crane Max Drawdown (5Y): 60.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| March 31, 2022 | 60.03% |
| Date | Value |
|---|---|
| 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% |
| February 29, 2020 | 41.60% |
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
Apr 2019
60.03%
Maximum
Mar 2020
56.65%
Average
60.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flowserve Corp | 64.82% |
| Graco Inc | 30.60% |
| IDEX Corp | 35.52% |
| AMETEK Inc | 42.70% |
| Ocean Power Technologies Inc | 99.88% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.754 |
| Beta (5Y) | 1.423 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.80% |
| Historical Sharpe Ratio (5Y) | 0.253 |
| Historical Sortino (5Y) | 0.2961 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.52% |