Snap-on Inc (SNA)
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+3.57
(+1.00%)
USD |
NYSE |
Nov 21, 16:00
363.43
+2.03
(+0.56%)
Pre-Market: 06:49
Snap-on Max Drawdown (5Y): 47.38% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 47.38% |
| September 30, 2024 | 47.38% |
| August 31, 2024 | 47.38% |
| July 31, 2024 | 47.38% |
| June 30, 2024 | 47.38% |
| May 31, 2024 | 47.38% |
| April 30, 2024 | 47.38% |
| March 31, 2024 | 47.38% |
| February 29, 2024 | 47.38% |
| January 31, 2024 | 47.38% |
| December 31, 2023 | 47.38% |
| November 30, 2023 | 47.38% |
| October 31, 2023 | 47.38% |
| September 30, 2023 | 47.38% |
| August 31, 2023 | 47.38% |
| July 31, 2023 | 47.38% |
| June 30, 2023 | 47.38% |
| May 31, 2023 | 47.38% |
| April 30, 2023 | 47.38% |
| March 31, 2023 | 47.38% |
| February 28, 2023 | 47.38% |
| January 31, 2023 | 47.38% |
| December 31, 2022 | 47.38% |
| November 30, 2022 | 47.38% |
| October 31, 2022 | 47.38% |
| Date | Value |
|---|---|
| September 30, 2022 | 47.38% |
| August 31, 2022 | 47.38% |
| July 31, 2022 | 47.38% |
| June 30, 2022 | 47.38% |
| May 31, 2022 | 47.38% |
| April 30, 2022 | 47.38% |
| March 31, 2022 | 47.38% |
| February 28, 2022 | 47.38% |
| January 31, 2022 | 47.38% |
| December 31, 2021 | 47.38% |
| November 30, 2021 | 47.38% |
| October 31, 2021 | 47.38% |
| September 30, 2021 | 47.38% |
| August 31, 2021 | 47.38% |
| July 31, 2021 | 47.38% |
| June 30, 2021 | 47.38% |
| May 31, 2021 | 47.38% |
| April 30, 2021 | 47.38% |
| March 31, 2021 | 47.38% |
| February 28, 2021 | 47.38% |
| January 31, 2021 | 47.38% |
| December 31, 2020 | 47.38% |
| November 30, 2020 | 47.38% |
| October 31, 2020 | 47.38% |
| September 30, 2020 | 47.38% |
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
27.35%
Minimum
Nov 2019
47.38%
Maximum
Apr 2020
46.05%
Average
47.38%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Manitex International Inc | 76.56% |
| Hyster Yale Inc | 77.60% |
| Worthington Enterprises Inc | 62.76% |
| Lincoln Electric Holdings Inc | 38.89% |
| The Middleby Corp | 69.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.530 |
| Beta (5Y) | 0.9589 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.81% |
| Historical Sharpe Ratio (5Y) | 0.5933 |
| Historical Sortino (5Y) | 0.8384 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.35% |