Edgewell Personal Care Co (EPC)
35.02
+0.33
(+0.95%)
USD |
NYSE |
Nov 21, 16:00
35.02
0.00 (0.00%)
After-Hours: 20:00
Edgewell Personal Care Max Drawdown (5Y): 80.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.27% |
| September 30, 2024 | 80.27% |
| August 31, 2024 | 80.27% |
| July 31, 2024 | 80.27% |
| June 30, 2024 | 80.27% |
| May 31, 2024 | 80.27% |
| April 30, 2024 | 80.27% |
| March 31, 2024 | 80.27% |
| February 29, 2024 | 80.27% |
| January 31, 2024 | 80.27% |
| December 31, 2023 | 80.27% |
| November 30, 2023 | 80.27% |
| October 31, 2023 | 80.27% |
| September 30, 2023 | 80.27% |
| August 31, 2023 | 80.27% |
| July 31, 2023 | 80.27% |
| June 30, 2023 | 80.27% |
| May 31, 2023 | 80.27% |
| April 30, 2023 | 80.27% |
| March 31, 2023 | 80.27% |
| February 28, 2023 | 80.27% |
| January 31, 2023 | 80.27% |
| December 31, 2022 | 80.27% |
| November 30, 2022 | 80.27% |
| October 31, 2022 | 80.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.27% |
| August 31, 2022 | 80.27% |
| July 31, 2022 | 80.27% |
| June 30, 2022 | 80.27% |
| May 31, 2022 | 80.27% |
| April 30, 2022 | 80.27% |
| March 31, 2022 | 80.27% |
| February 28, 2022 | 80.27% |
| January 31, 2022 | 80.27% |
| December 31, 2021 | 80.27% |
| November 30, 2021 | 80.27% |
| October 31, 2021 | 80.27% |
| September 30, 2021 | 80.27% |
| August 31, 2021 | 80.27% |
| July 31, 2021 | 80.27% |
| June 30, 2021 | 80.27% |
| May 31, 2021 | 80.27% |
| April 30, 2021 | 80.27% |
| March 31, 2021 | 80.27% |
| February 28, 2021 | 80.27% |
| January 31, 2021 | 80.27% |
| December 31, 2020 | 80.27% |
| November 30, 2020 | 80.27% |
| October 31, 2020 | 80.27% |
| September 30, 2020 | 80.27% |
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
75.20%
Minimum
Nov 2019
80.27%
Maximum
Mar 2020
79.95%
Average
80.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Estee Lauder Companies Inc | 80.66% |
| 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) | -12.20 |
| Beta (5Y) | 0.8577 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.33% |
| Historical Sharpe Ratio (5Y) | -0.0339 |
| Historical Sortino (5Y) | -0.0556 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.27% |