Tempur Sealy International Inc (TPX)
54.40
+0.89
(+1.66%)
USD |
NYSE |
Nov 21, 16:00
54.39
-0.01
(-0.02%)
After-Hours: 20:00
Tempur Sealy International Max Drawdown (5Y): 74.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.91% |
September 30, 2024 | 74.91% |
August 31, 2024 | 74.91% |
July 31, 2024 | 74.91% |
June 30, 2024 | 74.91% |
May 31, 2024 | 74.91% |
April 30, 2024 | 74.91% |
March 31, 2024 | 74.91% |
February 29, 2024 | 74.91% |
January 31, 2024 | 74.91% |
December 31, 2023 | 74.91% |
November 30, 2023 | 74.91% |
October 31, 2023 | 74.91% |
September 30, 2023 | 74.91% |
August 31, 2023 | 74.91% |
July 31, 2023 | 74.91% |
June 30, 2023 | 74.91% |
May 31, 2023 | 74.91% |
April 30, 2023 | 74.91% |
March 31, 2023 | 74.91% |
February 28, 2023 | 74.91% |
January 31, 2023 | 74.91% |
December 31, 2022 | 74.91% |
November 30, 2022 | 74.91% |
October 31, 2022 | 74.91% |
Date | Value |
---|---|
September 30, 2022 | 74.91% |
August 31, 2022 | 74.91% |
July 31, 2022 | 74.91% |
June 30, 2022 | 74.91% |
May 31, 2022 | 74.91% |
April 30, 2022 | 74.91% |
March 31, 2022 | 74.91% |
February 28, 2022 | 74.91% |
January 31, 2022 | 74.91% |
December 31, 2021 | 74.91% |
November 30, 2021 | 74.91% |
October 31, 2021 | 74.91% |
September 30, 2021 | 74.91% |
August 31, 2021 | 74.91% |
July 31, 2021 | 74.91% |
June 30, 2021 | 74.91% |
May 31, 2021 | 74.91% |
April 30, 2021 | 74.91% |
March 31, 2021 | 74.91% |
February 28, 2021 | 74.91% |
January 31, 2021 | 74.91% |
December 31, 2020 | 74.91% |
November 30, 2020 | 74.91% |
October 31, 2020 | 74.91% |
September 30, 2020 | 74.91% |
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
52.89%
Minimum
Nov 2019
74.91%
Maximum
Mar 2020
73.45%
Average
74.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Leggett & Platt Inc | 79.02% |
Sleep Number Corp | 94.13% |
Suncliff Inc | 100.00% |
Purple Innovation Inc | 98.59% |
Northann Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -6.013 |
Beta (5Y) | 1.601 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.80% |
Historical Sharpe Ratio (5Y) | 0.32 |
Historical Sortino (5Y) | 0.4035 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.35% |