Edgewell Personal Care Co (EPC)
35.20
+0.34
(+0.99%)
USD |
NYSE |
Nov 05, 11:48
Edgewell Personal Care Max Drawdown (5Y): 80.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 80.21% |
September 30, 2024 | 80.21% |
August 31, 2024 | 80.21% |
July 31, 2024 | 80.21% |
June 30, 2024 | 80.21% |
May 31, 2024 | 80.21% |
April 30, 2024 | 80.21% |
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% |
Date | Value |
---|---|
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% |
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% |
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
80.21%
Maximum
Mar 2020
79.90%
Average
80.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
The Estee Lauder Companies Inc | 80.66% |
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% |