Eaton Corp PLC (ETN)

338.12 +2.48 (+0.74%) USD  |  NYSE  |  Dec 20, 16:00
338.05 -0.07 (-0.02%) After-Hours: 20:00
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Eaton Max Drawdown (5Y): 44.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Trane Technologies PLC 40.54%
Illinois Tool Works Inc 37.85%
American Superconductor Corp 89.06%
Nordson Corp 44.23%
Taylor Devices Inc 66.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 18.95
Beta (5Y) 1.032
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.60%
Historical Sharpe Ratio (5Y) 1.186
Historical Sortino (5Y) 1.738
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.48%