Newell Brands Inc (NWL)
8.94
+0.10
(+1.13%)
USD |
NASDAQ |
Nov 21, 16:00
8.935
0.00 (0.00%)
After-Hours: 20:00
Newell Brands Max Drawdown (5Y): 78.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.27% |
September 30, 2024 | 78.27% |
August 31, 2024 | 78.27% |
July 31, 2024 | 78.27% |
June 30, 2024 | 78.27% |
May 31, 2024 | 78.27% |
April 30, 2024 | 78.27% |
March 31, 2024 | 78.27% |
February 29, 2024 | 78.27% |
January 31, 2024 | 78.27% |
December 31, 2023 | 78.27% |
November 30, 2023 | 78.27% |
October 31, 2023 | 78.27% |
September 30, 2023 | 78.27% |
August 31, 2023 | 78.27% |
July 31, 2023 | 78.27% |
June 30, 2023 | 78.27% |
May 31, 2023 | 78.27% |
April 30, 2023 | 78.27% |
March 31, 2023 | 78.27% |
February 28, 2023 | 78.27% |
January 31, 2023 | 78.27% |
December 31, 2022 | 78.27% |
November 30, 2022 | 78.27% |
October 31, 2022 | 78.27% |
Date | Value |
---|---|
September 30, 2022 | 78.27% |
August 31, 2022 | 78.27% |
July 31, 2022 | 78.27% |
June 30, 2022 | 78.27% |
May 31, 2022 | 78.27% |
April 30, 2022 | 78.27% |
March 31, 2022 | 78.27% |
February 28, 2022 | 78.27% |
January 31, 2022 | 78.27% |
December 31, 2021 | 78.27% |
November 30, 2021 | 78.27% |
October 31, 2021 | 78.27% |
September 30, 2021 | 78.27% |
August 31, 2021 | 78.27% |
July 31, 2021 | 78.27% |
June 30, 2021 | 78.27% |
May 31, 2021 | 78.27% |
April 30, 2021 | 78.27% |
March 31, 2021 | 78.27% |
February 28, 2021 | 78.27% |
January 31, 2021 | 78.27% |
December 31, 2020 | 78.27% |
November 30, 2020 | 78.27% |
October 31, 2020 | 78.27% |
September 30, 2020 | 78.27% |
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
73.51%
Minimum
Nov 2019
78.27%
Maximum
Mar 2020
77.95%
Average
78.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
Spectrum Brands Holdings Inc | 79.43% |
RegalWorks Media Inc | 97.96% |
Kimberly-Clark Corp | 25.55% |
Monster Beverage Corp | 27.60% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.13 |
Beta (5Y) | 0.8871 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.56% |
Historical Sharpe Ratio (5Y) | -0.2911 |
Historical Sortino (5Y) | -0.4363 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.50% |