Spectrum Brands Holdings Inc (SPB)
90.23
+1.31
(+1.47%)
USD |
NYSE |
Nov 21, 16:00
90.23
0.00 (0.00%)
After-Hours: 20:00
Spectrum Brands Holdings Max Drawdown (5Y): 79.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.43% |
| September 30, 2024 | 79.43% |
| August 31, 2024 | 79.43% |
| July 31, 2024 | 79.43% |
| June 30, 2024 | 79.43% |
| May 31, 2024 | 79.43% |
| April 30, 2024 | 79.43% |
| March 31, 2024 | 79.43% |
| February 29, 2024 | 79.43% |
| January 31, 2024 | 79.43% |
| December 31, 2023 | 79.43% |
| November 30, 2023 | 79.43% |
| October 31, 2023 | 79.43% |
| September 30, 2023 | 79.43% |
| August 31, 2023 | 79.43% |
| July 31, 2023 | 79.43% |
| June 30, 2023 | 79.43% |
| May 31, 2023 | 79.43% |
| April 30, 2023 | 79.43% |
| March 31, 2023 | 79.43% |
| February 28, 2023 | 79.43% |
| January 31, 2023 | 79.43% |
| December 31, 2022 | 79.43% |
| November 30, 2022 | 79.43% |
| October 31, 2022 | 79.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.43% |
| August 31, 2022 | 79.43% |
| July 31, 2022 | 79.43% |
| June 30, 2022 | 79.43% |
| May 31, 2022 | 79.43% |
| April 30, 2022 | 79.43% |
| March 31, 2022 | 79.43% |
| February 28, 2022 | 79.43% |
| January 31, 2022 | 79.43% |
| December 31, 2021 | 79.43% |
| November 30, 2021 | 79.43% |
| October 31, 2021 | 79.43% |
| September 30, 2021 | 79.43% |
| August 31, 2021 | 79.43% |
| July 31, 2021 | 79.43% |
| June 30, 2021 | 79.43% |
| May 31, 2021 | 79.43% |
| April 30, 2021 | 79.43% |
| March 31, 2021 | 79.43% |
| February 28, 2021 | 79.43% |
| January 31, 2021 | 79.43% |
| December 31, 2020 | 79.43% |
| November 30, 2020 | 79.43% |
| October 31, 2020 | 79.43% |
| September 30, 2020 | 79.43% |
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
66.06%
Minimum
Nov 2019
79.43%
Maximum
Mar 2020
78.54%
Average
79.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Acme United Corp | 52.48% |
| RegalWorks Media Inc | 97.96% |
| Kimberly-Clark Corp | 25.55% |
| Clorox Co | 46.73% |
| Church & Dwight Co Inc | 31.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -3.293 |
| Beta (5Y) | 1.234 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.78% |
| Historical Sharpe Ratio (5Y) | 0.3098 |
| Historical Sortino (5Y) | 0.3895 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.74% |