Sherwin-Williams Co (SHW)
388.46
+1.17
(+0.30%)
USD |
NYSE |
Nov 14, 16:00
388.56
+0.10
(+0.03%)
After-Hours: 20:00
Sherwin-Williams Max Drawdown (5Y): 42.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 42.46% |
| September 30, 2024 | 42.46% |
| August 31, 2024 | 42.46% |
| July 31, 2024 | 42.46% |
| June 30, 2024 | 42.46% |
| May 31, 2024 | 42.46% |
| April 30, 2024 | 42.46% |
| March 31, 2024 | 42.46% |
| February 29, 2024 | 42.46% |
| January 31, 2024 | 42.46% |
| December 31, 2023 | 42.46% |
| November 30, 2023 | 42.46% |
| October 31, 2023 | 42.46% |
| September 30, 2023 | 42.46% |
| August 31, 2023 | 42.46% |
| July 31, 2023 | 42.46% |
| June 30, 2023 | 42.46% |
| May 31, 2023 | 42.46% |
| April 30, 2023 | 42.46% |
| March 31, 2023 | 42.46% |
| February 28, 2023 | 42.46% |
| January 31, 2023 | 42.46% |
| December 31, 2022 | 42.46% |
| November 30, 2022 | 42.46% |
| October 31, 2022 | 42.46% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.45% |
| August 31, 2022 | 37.54% |
| July 31, 2022 | 37.54% |
| June 30, 2022 | 37.54% |
| May 31, 2022 | 33.52% |
| April 30, 2022 | 33.52% |
| March 31, 2022 | 33.52% |
| February 28, 2022 | 33.33% |
| January 31, 2022 | 33.33% |
| December 31, 2021 | 33.33% |
| November 30, 2021 | 33.33% |
| October 31, 2021 | 33.33% |
| September 30, 2021 | 33.33% |
| August 31, 2021 | 33.33% |
| July 31, 2021 | 33.33% |
| June 30, 2021 | 33.33% |
| May 31, 2021 | 33.33% |
| April 30, 2021 | 33.33% |
| March 31, 2021 | 33.33% |
| February 28, 2021 | 33.33% |
| January 31, 2021 | 33.33% |
| December 31, 2020 | 33.33% |
| November 30, 2020 | 33.33% |
| October 31, 2020 | 33.33% |
| September 30, 2020 | 33.33% |
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
24.95%
Minimum
Nov 2019
42.46%
Maximum
Oct 2022
36.93%
Average
33.52%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Dow Inc | 60.83% |
| Nucor Corp | 57.19% |
| RPM International Inc | 38.72% |
| Steel Dynamics Inc | 68.46% |
| Axalta Coating Systems Ltd | 63.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.057 |
| Beta (5Y) | 1.175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.34% |
| Historical Sharpe Ratio (5Y) | 0.4274 |
| Historical Sortino (5Y) | 0.6772 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |