Resideo Technologies Inc (REZI)

24.51 +0.12 (+0.49%) USD  |  NYSE  |  Dec 20, 16:00
24.62 +0.11 (+0.45%) After-Hours: 20:00
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Resideo Technologies Max Drawdown (5Y): 87.29% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Applied Industrial Technologies Inc 59.29%
BlueLinx Holdings Inc 91.71%
DXP Enterprises Inc 77.36%
Distribution Solutions Group Inc 58.03%
MSC Industrial Direct Co Inc 48.19%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.673
Beta (5Y) 2.167
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 66.68%
Historical Sharpe Ratio (5Y) 0.304
Historical Sortino (5Y) 0.5873
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.60%