Resideo Technologies Inc (REZI)
26.37
+0.02
(+0.08%)
USD |
NYSE |
Nov 21, 16:00
25.71
-0.66
(-2.50%)
Pre-Market: 08:42
Resideo Technologies Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| MSC Industrial Direct Co Inc | 48.19% |
| Applied Industrial Technologies Inc | 59.29% |
| BlueLinx Holdings Inc | 91.71% |
| DXP Enterprises Inc | 77.36% |
| Distribution Solutions Group Inc | 58.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.73 |
| Beta (5Y) | 2.089 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 66.07% |
| Historical Sharpe Ratio (5Y) | 0.2003 |
| Historical Sortino (5Y) | 0.385 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.60% |