SPX Technologies Inc (SPXC)
172.55
+5.93
(+3.56%)
USD |
NYSE |
Nov 21, 16:00
172.78
+0.22
(+0.13%)
Pre-Market: 20:00
SPX Technologies Max Drawdown (5Y): 50.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 50.26% |
| September 30, 2024 | 50.26% |
| August 31, 2024 | 50.26% |
| July 31, 2024 | 50.26% |
| June 30, 2024 | 50.26% |
| May 31, 2024 | 50.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 54.85% |
| January 31, 2021 | 67.41% |
| December 31, 2020 | 70.17% |
| November 30, 2020 | 70.17% |
| October 31, 2020 | 70.17% |
| September 30, 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
Mar 2021
70.17%
Maximum
Nov 2019
55.27%
Average
50.26%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| 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) | 7.657 |
| Beta (5Y) | 1.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.44% |
| Historical Sharpe Ratio (5Y) | 0.6805 |
| Historical Sortino (5Y) | 0.9499 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.92% |