Xylem Inc (XYL)
142.98
+0.36
(+0.26%)
USD |
NYSE |
May 10, 16:00
142.98
0.00 (0.00%)
After-Hours: 19:39
Xylem Max Drawdown (5Y): 46.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.69% |
March 31, 2024 | 46.69% |
February 29, 2024 | 46.69% |
January 31, 2024 | 46.69% |
December 31, 2023 | 46.69% |
November 30, 2023 | 46.69% |
October 31, 2023 | 46.69% |
September 30, 2023 | 46.69% |
August 31, 2023 | 46.69% |
July 31, 2023 | 46.69% |
June 30, 2023 | 46.69% |
May 31, 2023 | 46.69% |
April 30, 2023 | 46.69% |
March 31, 2023 | 46.69% |
February 28, 2023 | 46.69% |
January 31, 2023 | 46.69% |
December 31, 2022 | 46.69% |
November 30, 2022 | 46.69% |
October 31, 2022 | 46.69% |
September 30, 2022 | 46.69% |
August 31, 2022 | 46.69% |
July 31, 2022 | 46.69% |
June 30, 2022 | 46.69% |
May 31, 2022 | 41.36% |
April 30, 2022 | 41.36% |
Date | Value |
---|---|
March 31, 2022 | 40.00% |
February 28, 2022 | 36.26% |
January 31, 2022 | 36.26% |
December 31, 2021 | 36.26% |
November 30, 2021 | 36.26% |
October 31, 2021 | 36.26% |
September 30, 2021 | 36.26% |
August 31, 2021 | 36.26% |
July 31, 2021 | 36.26% |
June 30, 2021 | 36.26% |
May 31, 2021 | 36.26% |
April 30, 2021 | 36.26% |
March 31, 2021 | 36.26% |
February 28, 2021 | 36.26% |
January 31, 2021 | 36.26% |
December 31, 2020 | 36.26% |
November 30, 2020 | 36.26% |
October 31, 2020 | 36.26% |
September 30, 2020 | 36.26% |
August 31, 2020 | 36.26% |
July 31, 2020 | 36.26% |
June 30, 2020 | 36.26% |
May 31, 2020 | 36.26% |
April 30, 2020 | 36.26% |
March 31, 2020 | 36.26% |
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
24.79%
Minimum
May 2019
46.69%
Maximum
Jun 2022
38.58%
Average
36.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Gorman-Rupp Co | 49.27% |
Omega Flex Inc | 64.09% |
Axon Enterprise Inc | 58.54% |
Flowserve Corp | 64.82% |
Parker Hannifin Corp | 54.68% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.376 |
Beta (5Y) | 1.083 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.78% |
Historical Sharpe Ratio (5Y) | 0.2918 |
Historical Sortino (5Y) | 0.4665 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.53% |