Masco Corp (MAS)
69.12
+0.54
(+0.79%)
USD |
NYSE |
May 02, 14:38
Masco Max Drawdown (5Y): 44.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 44.83% |
March 31, 2024 | 44.83% |
February 29, 2024 | 44.83% |
January 31, 2024 | 44.83% |
December 31, 2023 | 44.83% |
November 30, 2023 | 44.83% |
October 31, 2023 | 44.83% |
September 30, 2023 | 44.83% |
August 31, 2023 | 44.83% |
July 31, 2023 | 44.83% |
June 30, 2023 | 44.83% |
May 31, 2023 | 44.83% |
April 30, 2023 | 44.83% |
March 31, 2023 | 44.83% |
February 28, 2023 | 44.83% |
January 31, 2023 | 44.83% |
December 31, 2022 | 44.83% |
November 30, 2022 | 44.83% |
October 31, 2022 | 44.83% |
September 30, 2022 | 44.83% |
August 31, 2022 | 44.83% |
July 31, 2022 | 44.83% |
June 30, 2022 | 44.83% |
May 31, 2022 | 44.83% |
April 30, 2022 | 44.83% |
Date | Value |
---|---|
March 31, 2022 | 44.83% |
February 28, 2022 | 44.83% |
January 31, 2022 | 44.83% |
December 31, 2021 | 44.83% |
November 30, 2021 | 44.83% |
October 31, 2021 | 44.83% |
September 30, 2021 | 44.83% |
August 31, 2021 | 44.83% |
July 31, 2021 | 44.83% |
June 30, 2021 | 44.83% |
May 31, 2021 | 44.83% |
April 30, 2021 | 44.83% |
March 31, 2021 | 44.83% |
February 28, 2021 | 44.83% |
January 31, 2021 | 44.83% |
December 31, 2020 | 44.83% |
November 30, 2020 | 44.83% |
October 31, 2020 | 44.83% |
September 30, 2020 | 44.83% |
August 31, 2020 | 44.83% |
July 31, 2020 | 44.83% |
June 30, 2020 | 44.83% |
May 31, 2020 | 44.83% |
April 30, 2020 | 44.83% |
March 31, 2020 | 44.83% |
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
40.14%
Minimum
May 2019
44.83%
Maximum
Mar 2020
44.05%
Average
44.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Watsco Inc | 27.17% |
Cool Technologies Inc | 99.46% |
AECOM | 54.12% |
Eos Energy Enterprises Inc | -- |
Solidion Technology Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.808 |
Beta (5Y) | 1.291 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.56% |
Historical Sharpe Ratio (5Y) | 0.3916 |
Historical Sortino (5Y) | 0.6621 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.23% |