Stanley Black & Decker Inc (SWK)

82.00 +2.57 (+3.24%) USD  |  NYSE  |  Dec 20, 16:00
82.25 +0.25 (+0.30%) After-Hours: 20:00
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Stanley Black & Decker Max Drawdown (5Y): 66.44% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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ATI Inc 85.49%
RM2 International Inc 98.47%
Kennametal Inc 69.26%
Proto Labs Inc 91.22%
Liquidmetal Technologies Inc 83.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -27.09
Beta (5Y) 1.231
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 36.24%
Historical Sharpe Ratio (5Y) -0.2938
Historical Sortino (5Y) -0.432
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.90%