Stanley Black & Decker Inc (SWK)
95.53
+1.11
(+1.18%)
USD |
NYSE |
Nov 05, 10:36
Stanley Black & Decker Max Drawdown (5Y): 66.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.44% |
| September 30, 2024 | 66.44% |
| August 31, 2024 | 66.44% |
| July 31, 2024 | 66.44% |
| June 30, 2024 | 66.44% |
| May 31, 2024 | 66.44% |
| April 30, 2024 | 66.44% |
| March 31, 2024 | 66.44% |
| February 29, 2024 | 66.44% |
| January 31, 2024 | 66.44% |
| December 31, 2023 | 66.44% |
| November 30, 2023 | 66.44% |
| October 31, 2023 | 66.44% |
| September 30, 2023 | 66.44% |
| August 31, 2023 | 66.44% |
| July 31, 2023 | 66.44% |
| June 30, 2023 | 66.44% |
| May 31, 2023 | 66.44% |
| April 30, 2023 | 66.44% |
| March 31, 2023 | 66.44% |
| February 28, 2023 | 66.44% |
| January 31, 2023 | 66.44% |
| December 31, 2022 | 66.44% |
| November 30, 2022 | 66.44% |
| October 31, 2022 | 66.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.78% |
| August 31, 2022 | 59.12% |
| July 31, 2022 | 58.05% |
| June 30, 2022 | 58.05% |
| May 31, 2022 | 58.05% |
| April 30, 2022 | 58.05% |
| March 31, 2022 | 58.05% |
| February 28, 2022 | 58.05% |
| January 31, 2022 | 58.05% |
| December 31, 2021 | 58.05% |
| November 30, 2021 | 58.05% |
| October 31, 2021 | 58.05% |
| September 30, 2021 | 58.05% |
| August 31, 2021 | 58.05% |
| July 31, 2021 | 58.05% |
| June 30, 2021 | 58.05% |
| May 31, 2021 | 58.05% |
| April 30, 2021 | 58.05% |
| March 31, 2021 | 58.05% |
| February 28, 2021 | 58.05% |
| January 31, 2021 | 58.05% |
| December 31, 2020 | 58.05% |
| November 30, 2020 | 58.05% |
| October 31, 2020 | 58.05% |
| September 30, 2020 | 58.05% |
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
37.54%
Minimum
Nov 2019
66.44%
Maximum
Nov 2022
60.30%
Average
58.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Kennametal Inc | 69.26% |
| Lincoln Electric Holdings Inc | 38.89% |
| Hyster Yale Inc | 77.60% |
| Crane Co | -- |
| ATI Inc | 83.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.45 |
| Beta (5Y) | 1.258 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.61% |
| Historical Sharpe Ratio (5Y) | -0.2588 |
| Historical Sortino (5Y) | -0.377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.36% |