SPX Technologies Inc (SPXC)
139.15
+5.23
(+3.91%)
USD |
NYSE |
May 09, 16:00
139.06
-0.09
(-0.06%)
Pre-Market: 20:00
SPX Technologies Max Drawdown (5Y): 50.26% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 50.26% |
| March 31, 2024 | 50.26% |
| February 29, 2024 | 50.26% |
| January 31, 2024 | 50.26% |
| December 31, 2023 | 50.26% |
| November 30, 2023 | 50.26% |
| October 31, 2023 | 50.26% |
| September 30, 2023 | 50.26% |
| August 31, 2023 | 50.26% |
| July 31, 2023 | 50.26% |
| June 30, 2023 | 50.26% |
| May 31, 2023 | 50.26% |
| April 30, 2023 | 50.26% |
| March 31, 2023 | 50.26% |
| February 28, 2023 | 50.26% |
| January 31, 2023 | 50.26% |
| December 31, 2022 | 50.26% |
| November 30, 2022 | 50.26% |
| October 31, 2022 | 50.26% |
| September 30, 2022 | 50.26% |
| August 31, 2022 | 50.26% |
| July 31, 2022 | 50.26% |
| June 30, 2022 | 50.26% |
| May 31, 2022 | 50.26% |
| April 30, 2022 | 50.26% |
| Date | Value |
|---|---|
| March 31, 2022 | 50.26% |
| February 28, 2022 | 50.26% |
| January 31, 2022 | 50.26% |
| December 31, 2021 | 50.26% |
| November 30, 2021 | 50.26% |
| October 31, 2021 | 50.26% |
| September 30, 2021 | 50.26% |
| August 31, 2021 | 50.26% |
| July 31, 2021 | 50.26% |
| June 30, 2021 | 50.26% |
| May 31, 2021 | 50.26% |
| April 30, 2021 | 50.26% |
| March 31, 2021 | 50.26% |
| February 28, 2021 | 50.26% |
| January 31, 2021 | 50.26% |
| December 31, 2020 | 52.09% |
| November 30, 2020 | 67.41% |
| October 31, 2020 | 70.17% |
| September 30, 2020 | 70.17% |
| August 31, 2020 | 70.17% |
| July 31, 2020 | 70.17% |
| June 30, 2020 | 70.17% |
| May 31, 2020 | 70.17% |
| April 30, 2020 | 70.17% |
| March 31, 2020 | 70.17% |
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
50.26%
Minimum
Jan 2021
70.17%
Maximum
May 2019
56.55%
Average
50.26%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Comfort Systems USA Inc | 49.68% |
| AC Partners Inc | 75.25% |
| EMCOR Group Inc | 48.00% |
| Fastenal Co | 30.70% |
| IES Holdings Inc | 54.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.34 |
| Beta (5Y) | 1.245 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.47% |
| Historical Sharpe Ratio (5Y) | 0.7313 |
| Historical Sortino (5Y) | 1.007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |