Carlisle Companies Inc (CSL)
425.18
+2.92
(+0.69%)
USD |
NYSE |
Nov 04, 16:00
425.20
+0.02
(+0.00%)
Pre-Market: 05:54
Carlisle Max Drawdown (5Y): 38.68% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 38.68% |
| September 30, 2024 | 38.68% |
| August 31, 2024 | 38.68% |
| July 31, 2024 | 38.68% |
| June 30, 2024 | 38.68% |
| May 31, 2024 | 38.68% |
| April 30, 2024 | 38.68% |
| March 31, 2024 | 38.68% |
| February 29, 2024 | 38.68% |
| January 31, 2024 | 38.68% |
| December 31, 2023 | 38.68% |
| November 30, 2023 | 38.68% |
| October 31, 2023 | 38.68% |
| September 30, 2023 | 38.68% |
| August 31, 2023 | 38.68% |
| July 31, 2023 | 38.68% |
| June 30, 2023 | 38.68% |
| May 31, 2023 | 38.68% |
| April 30, 2023 | 38.68% |
| March 31, 2023 | 38.68% |
| February 28, 2023 | 38.68% |
| January 31, 2023 | 38.68% |
| December 31, 2022 | 38.68% |
| November 30, 2022 | 38.68% |
| October 31, 2022 | 38.68% |
| Date | Value |
|---|---|
| September 30, 2022 | 38.68% |
| August 31, 2022 | 38.68% |
| July 31, 2022 | 38.68% |
| June 30, 2022 | 38.68% |
| May 31, 2022 | 38.68% |
| April 30, 2022 | 38.68% |
| March 31, 2022 | 38.68% |
| February 28, 2022 | 38.68% |
| January 31, 2022 | 38.68% |
| December 31, 2021 | 38.68% |
| November 30, 2021 | 38.68% |
| October 31, 2021 | 38.68% |
| September 30, 2021 | 38.68% |
| August 31, 2021 | 38.68% |
| July 31, 2021 | 38.68% |
| June 30, 2021 | 38.68% |
| May 31, 2021 | 38.68% |
| April 30, 2021 | 38.68% |
| March 31, 2021 | 38.68% |
| February 28, 2021 | 38.68% |
| January 31, 2021 | 38.68% |
| December 31, 2020 | 38.68% |
| November 30, 2020 | 38.68% |
| October 31, 2020 | 38.68% |
| September 30, 2020 | 38.68% |
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
27.39%
Minimum
Nov 2019
38.68%
Maximum
Mar 2020
37.92%
Average
38.68%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Federal Signal Corp | 32.96% |
| Parker Hannifin Corp | 54.68% |
| AAON Inc | 42.39% |
| Caterpillar Inc | 43.36% |
| Hexcel Corp | 68.51% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 9.906 |
| Beta (5Y) | 0.9153 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.70% |
| Historical Sharpe Ratio (5Y) | 0.7313 |
| Historical Sortino (5Y) | 1.059 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.30% |