SPX Technologies Inc (SPXC)

143.55 +0.34 (+0.24%) USD  |  NYSE  |  Dec 20, 16:00
143.24 -0.31 (-0.22%) After-Hours: 20:00
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SPX Technologies Max Drawdown (5Y): 50.26% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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Comfort Systems USA Inc 49.68%
Ferguson Enterprises Inc 55.35%
AC Partners Inc --
Fastenal Co 30.70%
IES Holdings Inc 54.28%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 10.56
Beta (5Y) 1.265
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.56%
Historical Sharpe Ratio (5Y) 0.7942
Historical Sortino (5Y) 1.117
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.92%