Masco Corp (MAS)
78.33
+1.32
(+1.71%)
USD |
NYSE |
Nov 21, 16:00
78.32
-0.01
(-0.01%)
After-Hours: 20:00
Masco Max Drawdown (5Y): 44.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.83% |
| September 30, 2024 | 44.83% |
| August 31, 2024 | 44.83% |
| July 31, 2024 | 44.83% |
| June 30, 2024 | 44.83% |
| May 31, 2024 | 44.83% |
| April 30, 2024 | 44.83% |
| March 31, 2024 | 44.83% |
| February 29, 2024 | 44.83% |
| January 31, 2024 | 44.83% |
| December 31, 2023 | 44.83% |
| November 30, 2023 | 44.83% |
| October 31, 2023 | 44.83% |
| September 30, 2023 | 44.83% |
| August 31, 2023 | 44.83% |
| July 31, 2023 | 44.83% |
| June 30, 2023 | 44.83% |
| May 31, 2023 | 44.83% |
| April 30, 2023 | 44.83% |
| March 31, 2023 | 44.83% |
| February 28, 2023 | 44.83% |
| January 31, 2023 | 44.83% |
| December 31, 2022 | 44.83% |
| November 30, 2022 | 44.83% |
| October 31, 2022 | 44.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.83% |
| August 31, 2022 | 44.83% |
| July 31, 2022 | 44.83% |
| June 30, 2022 | 44.83% |
| May 31, 2022 | 44.83% |
| April 30, 2022 | 44.83% |
| March 31, 2022 | 44.83% |
| February 28, 2022 | 44.83% |
| January 31, 2022 | 44.83% |
| December 31, 2021 | 44.83% |
| November 30, 2021 | 44.83% |
| October 31, 2021 | 44.83% |
| September 30, 2021 | 44.83% |
| August 31, 2021 | 44.83% |
| July 31, 2021 | 44.83% |
| June 30, 2021 | 44.83% |
| May 31, 2021 | 44.83% |
| April 30, 2021 | 44.83% |
| March 31, 2021 | 44.83% |
| February 28, 2021 | 44.83% |
| January 31, 2021 | 44.83% |
| December 31, 2020 | 44.83% |
| November 30, 2020 | 44.83% |
| October 31, 2020 | 44.83% |
| September 30, 2020 | 44.83% |
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
40.14%
Minimum
Nov 2019
44.83%
Maximum
Mar 2020
44.52%
Average
44.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Armstrong World Industries Inc | 46.43% |
| W.W. Grainger Inc | 41.57% |
| WESCO International Inc | 78.82% |
| Eos Energy Enterprises Inc | -- |
| Solidion Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.160 |
| Beta (5Y) | 1.250 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.00% |
| Historical Sharpe Ratio (5Y) | 0.3659 |
| Historical Sortino (5Y) | 0.6405 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.25% |