Mohawk Industries Inc (MHK)
137.45
+1.72
(+1.27%)
USD |
NYSE |
Nov 21, 16:00
137.45
0.00 (0.00%)
After-Hours: 17:34
Mohawk Industries Max Drawdown (5Y): 79.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.40% |
| September 30, 2024 | 79.40% |
| August 31, 2024 | 79.40% |
| July 31, 2024 | 79.40% |
| June 30, 2024 | 79.40% |
| May 31, 2024 | 79.40% |
| April 30, 2024 | 79.40% |
| March 31, 2024 | 79.40% |
| February 29, 2024 | 79.40% |
| January 31, 2024 | 79.40% |
| December 31, 2023 | 79.40% |
| November 30, 2023 | 79.40% |
| October 31, 2023 | 79.40% |
| September 30, 2023 | 79.40% |
| August 31, 2023 | 79.40% |
| July 31, 2023 | 79.40% |
| June 30, 2023 | 79.40% |
| May 31, 2023 | 79.40% |
| April 30, 2023 | 79.40% |
| March 31, 2023 | 79.40% |
| February 28, 2023 | 79.40% |
| January 31, 2023 | 79.40% |
| December 31, 2022 | 79.40% |
| November 30, 2022 | 79.40% |
| October 31, 2022 | 79.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.40% |
| August 31, 2022 | 79.40% |
| July 31, 2022 | 79.40% |
| June 30, 2022 | 79.40% |
| May 31, 2022 | 79.40% |
| April 30, 2022 | 79.40% |
| March 31, 2022 | 79.40% |
| February 28, 2022 | 79.40% |
| January 31, 2022 | 79.40% |
| December 31, 2021 | 79.40% |
| November 30, 2021 | 79.40% |
| October 31, 2021 | 79.40% |
| September 30, 2021 | 79.40% |
| August 31, 2021 | 79.40% |
| July 31, 2021 | 79.40% |
| June 30, 2021 | 79.40% |
| May 31, 2021 | 79.40% |
| April 30, 2021 | 79.40% |
| March 31, 2021 | 79.40% |
| February 28, 2021 | 79.40% |
| January 31, 2021 | 79.40% |
| December 31, 2020 | 79.40% |
| November 30, 2020 | 79.40% |
| October 31, 2020 | 79.40% |
| September 30, 2020 | 79.40% |
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
61.22%
Minimum
Nov 2019
79.40%
Maximum
Mar 2020
78.19%
Average
79.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Leggett & Platt Inc | 79.02% |
| La-Z-Boy Inc | 55.00% |
| Tempur Sealy International Inc | 74.91% |
| Tesla Inc | 73.63% |
| Purple Innovation Inc | 98.59% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -21.54 |
| Beta (5Y) | 1.385 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.48% |
| Historical Sharpe Ratio (5Y) | -0.0844 |
| Historical Sortino (5Y) | -0.132 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.70% |