Smurfit WestRock PLC (SW)
51.50
+1.43
(+2.86%)
USD |
NYSE |
Oct 31, 16:00
51.32
-0.18
(-0.35%)
After-Hours: 20:00
Smurfit WestRock Max Drawdown (5Y): 54.63% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 54.63% |
| September 30, 2024 | 54.63% |
| August 31, 2024 | 54.63% |
| July 31, 2024 | 54.63% |
| June 30, 2024 | 54.63% |
| May 31, 2024 | 54.63% |
| April 30, 2024 | 54.63% |
| March 31, 2024 | 54.63% |
| February 29, 2024 | 54.63% |
| January 31, 2024 | 54.63% |
| December 31, 2023 | 54.63% |
| November 30, 2023 | 54.63% |
| October 31, 2023 | 54.63% |
| September 30, 2023 | 54.63% |
| August 31, 2023 | 54.63% |
| July 31, 2023 | 54.63% |
| June 30, 2023 | 54.63% |
| May 31, 2023 | 54.63% |
| April 30, 2023 | 54.63% |
| March 31, 2023 | 54.63% |
| February 28, 2023 | 54.63% |
| January 31, 2023 | 54.63% |
| December 31, 2022 | 54.63% |
| November 30, 2022 | 54.63% |
| October 31, 2022 | 54.63% |
| Date | Value |
|---|---|
| September 30, 2022 | 51.89% |
| August 31, 2022 | 50.93% |
| July 31, 2022 | 50.93% |
| June 30, 2022 | 50.93% |
| May 31, 2022 | 50.93% |
| April 30, 2022 | 50.93% |
| March 31, 2022 | 50.93% |
| February 28, 2022 | 50.93% |
| January 31, 2022 | 50.93% |
| December 31, 2021 | 50.93% |
| November 30, 2021 | 50.93% |
| October 31, 2021 | 50.93% |
| September 30, 2021 | 50.93% |
| August 31, 2021 | 50.93% |
| July 31, 2021 | 50.93% |
| June 30, 2021 | 50.93% |
| May 31, 2021 | 50.93% |
| April 30, 2021 | 50.93% |
| March 31, 2021 | 50.93% |
| February 28, 2021 | 50.93% |
| January 31, 2021 | 50.93% |
| December 31, 2020 | 50.93% |
| November 30, 2020 | 50.93% |
| October 31, 2020 | 50.93% |
| September 30, 2020 | 50.93% |
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
44.40%
Minimum
Nov 2019
54.63%
Maximum
Oct 2022
52.05%
Average
50.93%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Aptiv PLC | 68.09% |
| Adient PLC | 92.23% |
| PDD Holdings Inc | 87.41% |
| Flutter Entertainment PLC | 62.48% |
| Carbon Revolution PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.501 |
| Beta (5Y) | 1.020 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.93% |
| Historical Sharpe Ratio (5Y) | 0.297 |
| Historical Sortino (5Y) | 0.4319 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.65% |