Resideo Technologies Inc (REZI)
19.84
+0.56
(+2.90%)
USD |
NYSE |
Apr 23, 15:10
Resideo Technologies Max Drawdown (5Y): 87.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.29% |
| February 29, 2024 | 87.29% |
| January 31, 2024 | 87.29% |
| December 31, 2023 | 87.29% |
| November 30, 2023 | 87.29% |
| October 31, 2023 | 87.29% |
| September 30, 2023 | 87.29% |
| August 31, 2023 | 87.29% |
| July 31, 2023 | 87.29% |
| June 30, 2023 | 87.29% |
| May 31, 2023 | 87.29% |
| April 30, 2023 | 87.29% |
| March 31, 2023 | 87.29% |
| February 28, 2023 | 87.29% |
| January 31, 2023 | 87.29% |
| December 31, 2022 | 87.29% |
| November 30, 2022 | 87.29% |
| October 31, 2022 | 87.29% |
| September 30, 2022 | 87.29% |
| August 31, 2022 | 87.29% |
| July 31, 2022 | 87.29% |
| June 30, 2022 | 87.29% |
| May 31, 2022 | 87.29% |
| April 30, 2022 | 87.29% |
| March 31, 2022 | 87.29% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.29% |
| January 31, 2022 | 87.29% |
| December 31, 2021 | 87.29% |
| November 30, 2021 | 87.29% |
| October 31, 2021 | 87.29% |
| September 30, 2021 | 87.29% |
| August 31, 2021 | 87.29% |
| July 31, 2021 | 87.29% |
| June 30, 2021 | 87.29% |
| May 31, 2021 | 87.29% |
| April 30, 2021 | 87.29% |
| March 31, 2021 | 87.29% |
| February 28, 2021 | 87.29% |
| January 31, 2021 | 87.29% |
| December 31, 2020 | 87.29% |
| November 30, 2020 | 87.29% |
| October 31, 2020 | 87.29% |
| September 30, 2020 | 87.29% |
| August 31, 2020 | 87.29% |
| July 31, 2020 | 87.29% |
| June 30, 2020 | 87.29% |
| May 31, 2020 | 87.29% |
| April 30, 2020 | 87.29% |
| March 31, 2020 | 86.29% |
| February 29, 2020 | 72.55% |
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
38.84%
Minimum
Apr 2019
87.29%
Maximum
Apr 2020
81.75%
Average
87.29%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Compx International Inc | 37.85% |
| NAPCO Security Technologies Inc | 60.30% |
| Universal Security Instruments Inc | 94.92% |
| Iveda Solutions Inc | 97.17% |
| VerifyMe Inc | 99.18% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.81 |
| Beta (5Y) | 2.135 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.25% |
| Historical Sharpe Ratio (5Y) | 0.0153 |
| Historical Sortino (5Y) | 0.0275 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.46% |