Spectrum Brands Holdings Inc (SPB)

85.43 -0.13 (-0.15%) USD  |  NYSE  |  Dec 20, 16:00
85.41 -0.02 (-0.02%) Pre-Market: 20:00
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Spectrum Brands Holdings Max Drawdown (5Y): 79.43% 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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Median

Max Drawdown (5Y) Benchmarks

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Acme United Corp 52.48%
RegalWorks Media Inc 97.96%
Clorox Co 46.73%
Central Garden & Pet Co 44.08%
Church & Dwight Co Inc 31.72%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.748
Beta (5Y) 1.193
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.76%
Historical Sharpe Ratio (5Y) 0.2007
Historical Sortino (5Y) 0.2517
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.74%