Owens-Corning Inc (OC)

170.51 -1.96 (-1.14%) USD  |  NYSE  |  Dec 27, 16:00
170.51 0.00 (0.00%) After-Hours: 16:02
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Owens-Corning Max Drawdown (5Y): 66.55% 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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AGCO Corp 54.07%
Enovis Corp 72.19%
Deere & Co 37.91%
Mueller Water Products Inc 46.67%
Woodward Inc 60.61%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 5.644
Beta (5Y) 1.425
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.44%
Historical Sharpe Ratio (5Y) 0.6962
Historical Sortino (5Y) 0.8877
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.34%