Xylem Inc (XYL)

117.14 +0.71 (+0.61%) USD  |  NYSE  |  Dec 20, 16:00
117.22 +0.08 (+0.07%) After-Hours: 20:00
More

Xylem Max Drawdown (5Y): 46.69% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for XYL.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Mueller Water Products Inc 46.67%
Tennant Co 43.14%
Energy Recovery Inc 60.24%
Gorman-Rupp Co 49.27%
Omega Flex Inc 74.73%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -4.782
Beta (5Y) 1.051
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.04%
Historical Sharpe Ratio (5Y) 0.3079
Historical Sortino (5Y) 0.5008
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.53%