Spectrum Brands Holdings Inc (SPB)
61.93
-0.35
(-0.56%)
USD |
NYSE |
Apr 25, 13:59
Spectrum Brands Holdings Max Drawdown (5Y): 70.35% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| RegalWorks Media Inc | 98.66% |
| Central Garden & Pet Co | 39.60% |
| Colgate-Palmolive Co | 20.39% |
| Clorox Co | 46.73% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.879 |
| Beta (5Y) | 1.030 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.87% |
| Historical Sharpe Ratio (5Y) | 0.4184 |
| Historical Sortino (5Y) | 0.6348 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.52% |