Xylem Inc (XYL)
128.58
-0.78
(-0.60%)
USD |
NYSE |
Dec 10, 16:00
128.58
0.00 (0.00%)
After-Hours: 17:17
Xylem Max Drawdown (5Y): 46.69% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 46.69% |
| October 31, 2024 | 46.69% |
| September 30, 2024 | 46.69% |
| August 31, 2024 | 46.69% |
| July 31, 2024 | 46.69% |
| June 30, 2024 | 46.69% |
| May 31, 2024 | 46.69% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Dec 2019
46.69%
Maximum
Jun 2022
41.13%
Average
44.02%
Median
Max Drawdown (5Y) Benchmarks
| Mueller Water Products Inc | 46.67% |
| Parker Hannifin Corp | 54.68% |
| Tennant Co | 43.14% |
| Energy Recovery Inc | 60.24% |
| 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% |