Carlisle Companies Inc (CSL)
401.01
-0.01
(-0.00%)
USD |
NYSE |
May 13, 15:02
Carlisle Max Drawdown (5Y): 36.75% for April 30, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Valmont Industries Inc | 45.16% |
| Griffon Corp | 42.77% |
| The Middleby Corp | 62.89% |
| Wabash National Corp | 76.37% |
| Chicago Rivet & Machine Co | 70.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.68 |
| Beta (5Y) | 1.068 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.68% |
| Historical Sharpe Ratio (5Y) | 0.8538 |
| Historical Sortino (5Y) | 1.376 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.86% |