Carpenter Technology Corp (CRS)
190.10
+9.39
(+5.20%)
USD |
NYSE |
Nov 22, 11:12
Carpenter Technology Max Drawdown (5Y): 74.69% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.69% |
| September 30, 2024 | 74.69% |
| August 31, 2024 | 74.69% |
| July 31, 2024 | 74.69% |
| June 30, 2024 | 74.69% |
| May 31, 2024 | 74.69% |
| April 30, 2024 | 74.69% |
| March 31, 2024 | 74.69% |
| February 29, 2024 | 74.69% |
| January 31, 2024 | 74.69% |
| December 31, 2023 | 74.69% |
| November 30, 2023 | 74.69% |
| October 31, 2023 | 74.69% |
| September 30, 2023 | 74.69% |
| August 31, 2023 | 74.69% |
| July 31, 2023 | 74.69% |
| June 30, 2023 | 74.69% |
| May 31, 2023 | 74.69% |
| April 30, 2023 | 74.69% |
| March 31, 2023 | 74.69% |
| February 28, 2023 | 74.69% |
| January 31, 2023 | 74.69% |
| December 31, 2022 | 74.69% |
| November 30, 2022 | 74.69% |
| October 31, 2022 | 74.69% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.69% |
| August 31, 2022 | 74.69% |
| July 31, 2022 | 74.69% |
| June 30, 2022 | 74.69% |
| May 31, 2022 | 74.69% |
| April 30, 2022 | 74.69% |
| March 31, 2022 | 74.69% |
| February 28, 2022 | 74.69% |
| January 31, 2022 | 74.69% |
| December 31, 2021 | 74.69% |
| November 30, 2021 | 74.69% |
| October 31, 2021 | 74.69% |
| September 30, 2021 | 74.69% |
| August 31, 2021 | 74.69% |
| July 31, 2021 | 74.69% |
| June 30, 2021 | 74.69% |
| May 31, 2021 | 74.69% |
| April 30, 2021 | 74.69% |
| March 31, 2021 | 74.69% |
| February 28, 2021 | 74.69% |
| January 31, 2021 | 74.69% |
| December 31, 2020 | 74.69% |
| November 30, 2020 | 74.69% |
| October 31, 2020 | 74.69% |
| September 30, 2020 | 74.69% |
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
61.25%
Minimum
Nov 2019
74.69%
Maximum
Mar 2020
73.79%
Average
74.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| ATI Inc | 85.49% |
| Greenbrier Companies Inc | 78.67% |
| PACCAR Inc | 37.83% |
| Blue Bird Corp | 74.16% |
| Vertiv Holdings Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.367 |
| Beta (5Y) | 1.464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.20% |
| Historical Sharpe Ratio (5Y) | 0.4496 |
| Historical Sortino (5Y) | 0.7415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.39% |