Tempur Sealy International Inc (TPX)

56.98 +1.95 (+3.54%) USD  |  NYSE  |  Dec 30, 16:00
58.11 +1.13 (+1.98%) Pre-Market: 06:43
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Tempur Sealy International Max Drawdown (5Y): 74.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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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) -1.859
Beta (5Y) 1.640
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.99%
Historical Sharpe Ratio (5Y) 0.436
Historical Sortino (5Y) 0.552
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.35%