Edgewell Personal Care Co (EPC)

34.12 -0.29 (-0.84%) USD  |  NYSE  |  Dec 20, 16:00
34.10 -0.02 (-0.07%) Pre-Market: 20:00
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Edgewell Personal Care Max Drawdown (5Y): 80.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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The Estee Lauder Companies Inc 82.40%
Acme United Corp 52.48%
Interparfums Inc 54.94%
Procter & Gamble Co 23.77%
United-Guardian Inc 76.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.562
Beta (5Y) 0.8771
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.96%
Historical Sharpe Ratio (5Y) 0.0653
Historical Sortino (5Y) 0.106
Monthly Value at Risk (VaR) 5% (5Y Lookback) 12.39%