Edgewell Personal Care Co (EPC)
36.84
+0.19
(+0.52%)
USD |
NYSE |
Apr 22, 16:00
36.84
0.00 (0.00%)
After-Hours: 20:00
Edgewell Personal Care Max Drawdown (5Y): 80.21% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 80.21% |
February 29, 2024 | 80.21% |
January 31, 2024 | 80.21% |
December 31, 2023 | 80.21% |
November 30, 2023 | 80.21% |
October 31, 2023 | 80.21% |
September 30, 2023 | 80.21% |
August 31, 2023 | 80.21% |
July 31, 2023 | 80.21% |
June 30, 2023 | 80.21% |
May 31, 2023 | 80.21% |
April 30, 2023 | 80.21% |
March 31, 2023 | 80.21% |
February 28, 2023 | 80.21% |
January 31, 2023 | 80.21% |
December 31, 2022 | 80.21% |
November 30, 2022 | 80.21% |
October 31, 2022 | 80.21% |
September 30, 2022 | 80.21% |
August 31, 2022 | 80.21% |
July 31, 2022 | 80.21% |
June 30, 2022 | 80.21% |
May 31, 2022 | 80.21% |
April 30, 2022 | 80.21% |
March 31, 2022 | 80.21% |
Date | Value |
---|---|
February 28, 2022 | 80.21% |
January 31, 2022 | 80.21% |
December 31, 2021 | 80.21% |
November 30, 2021 | 80.21% |
October 31, 2021 | 80.21% |
September 30, 2021 | 80.21% |
August 31, 2021 | 80.21% |
July 31, 2021 | 80.21% |
June 30, 2021 | 80.21% |
May 31, 2021 | 80.21% |
April 30, 2021 | 80.21% |
March 31, 2021 | 80.21% |
February 28, 2021 | 80.21% |
January 31, 2021 | 80.21% |
December 31, 2020 | 80.21% |
November 30, 2020 | 80.21% |
October 31, 2020 | 80.21% |
September 30, 2020 | 80.21% |
August 31, 2020 | 80.21% |
July 31, 2020 | 80.21% |
June 30, 2020 | 80.21% |
May 31, 2020 | 80.21% |
April 30, 2020 | 80.21% |
March 31, 2020 | 80.21% |
February 29, 2020 | 75.93% |
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
65.88%
Minimum
Apr 2019
80.21%
Maximum
Mar 2020
79.13%
Average
80.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Procter & Gamble Co | 23.77% |
The Estee Lauder Companies Inc | 71.33% |
Spectrum Brands Holdings Inc | 79.43% |
Acme United Corp | 52.48% |
Inter Parfums Inc | 54.94% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.77 |
Beta (5Y) | 0.9455 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.08% |
Historical Sharpe Ratio (5Y) | -0.0978 |
Historical Sortino (5Y) | -0.1578 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.92% |