Sherwin-Williams Co (SHW)
318.48
+3.49
(+1.11%)
USD |
NYSE |
May 07, 12:50
Sherwin-Williams Max Drawdown (5Y): 42.46% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 33.33% |
July 31, 2020 | 33.33% |
June 30, 2020 | 33.33% |
May 31, 2020 | 33.33% |
April 30, 2020 | 33.33% |
March 31, 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
May 2019
42.46%
Maximum
Oct 2022
35.18%
Average
33.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PPG Industries Inc | 45.57% |
Ecolab Inc | 43.71% |
Linde PLC | 32.57% |
Albemarle Corp | 66.24% |
Steel Dynamics Inc | 68.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.3944 |
Beta (5Y) | 1.183 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.87% |
Historical Sharpe Ratio (5Y) | 0.4873 |
Historical Sortino (5Y) | 0.7421 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |