Spectrum Brands Holdings Inc (SPB)
82.28
-0.28
(-0.35%)
USD |
NYSE |
Apr 29, 16:00
82.28
0.00 (0.00%)
After-Hours: 20:00
Spectrum Brands Holdings Max Drawdown (5Y): 79.43% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 79.43% |
February 29, 2024 | 79.43% |
January 31, 2024 | 79.43% |
December 31, 2023 | 79.43% |
November 30, 2023 | 79.43% |
October 31, 2023 | 79.43% |
September 30, 2023 | 79.43% |
August 31, 2023 | 79.43% |
July 31, 2023 | 79.43% |
June 30, 2023 | 79.43% |
May 31, 2023 | 79.43% |
April 30, 2023 | 79.43% |
March 31, 2023 | 79.43% |
February 28, 2023 | 79.43% |
January 31, 2023 | 79.43% |
December 31, 2022 | 79.43% |
November 30, 2022 | 79.43% |
October 31, 2022 | 79.43% |
September 30, 2022 | 79.43% |
August 31, 2022 | 79.43% |
July 31, 2022 | 79.43% |
June 30, 2022 | 79.43% |
May 31, 2022 | 79.43% |
April 30, 2022 | 79.43% |
March 31, 2022 | 79.43% |
Date | Value |
---|---|
February 28, 2022 | 79.43% |
January 31, 2022 | 79.43% |
December 31, 2021 | 79.43% |
November 30, 2021 | 79.43% |
October 31, 2021 | 79.43% |
September 30, 2021 | 79.43% |
August 31, 2021 | 79.43% |
July 31, 2021 | 79.43% |
June 30, 2021 | 79.43% |
May 31, 2021 | 79.43% |
April 30, 2021 | 79.43% |
March 31, 2021 | 79.43% |
February 28, 2021 | 79.43% |
January 31, 2021 | 79.43% |
December 31, 2020 | 79.43% |
November 30, 2020 | 79.43% |
October 31, 2020 | 79.43% |
September 30, 2020 | 79.43% |
August 31, 2020 | 79.43% |
July 31, 2020 | 79.43% |
June 30, 2020 | 79.43% |
May 31, 2020 | 79.43% |
April 30, 2020 | 79.43% |
March 31, 2020 | 79.43% |
February 29, 2020 | 66.06% |
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
66.06%
Minimum
Apr 2019
79.43%
Maximum
Mar 2020
76.98%
Average
79.43%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Acme United Corp | 52.48% |
RegalWorks Media Inc | 94.63% |
Clorox Co | 46.73% |
Church & Dwight Co Inc | 31.72% |
Kimberly-Clark Corp | 25.55% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.685 |
Beta (5Y) | 1.201 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.68% |
Historical Sharpe Ratio (5Y) | 0.2575 |
Historical Sortino (5Y) | 0.3379 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.70% |