Newell Brands Inc (NWL)
6.885
-0.02
(-0.29%)
USD |
NASDAQ |
Apr 19, 16:00
6.89
0.00 (0.00%)
After-Hours: 19:23
Newell Brands Max Drawdown (5Y): 78.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 78.27% |
July 31, 2020 | 78.27% |
June 30, 2020 | 78.27% |
May 31, 2020 | 78.27% |
April 30, 2020 | 78.27% |
March 31, 2020 | 78.27% |
February 29, 2020 | 73.51% |
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
Apr 2019
78.27%
Maximum
Mar 2020
77.40%
Average
78.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Spectrum Brands Holdings Inc | 79.43% |
Acme United Corp | 52.48% |
RegalWorks Media Inc | 94.63% |
PepsiCo Inc | 28.81% |
The Estee Lauder Companies Inc | 71.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.26 |
Beta (5Y) | 0.9469 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.55% |
Historical Sharpe Ratio (5Y) | -0.2382 |
Historical Sortino (5Y) | -0.3391 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.50% |