Caterpillar Inc (CAT)
343.38
+5.38
(+1.59%)
USD |
NYSE |
Apr 26, 16:00
343.35
-0.03
(-0.01%)
Pre-Market: 20:00
Caterpillar Max Drawdown (5Y): 43.36% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 43.36% |
| February 29, 2024 | 43.36% |
| January 31, 2024 | 43.36% |
| December 31, 2023 | 43.36% |
| November 30, 2023 | 43.36% |
| October 31, 2023 | 43.36% |
| September 30, 2023 | 43.36% |
| August 31, 2023 | 43.36% |
| July 31, 2023 | 43.36% |
| June 30, 2023 | 43.36% |
| May 31, 2023 | 43.36% |
| April 30, 2023 | 43.36% |
| March 31, 2023 | 43.36% |
| February 28, 2023 | 43.36% |
| January 31, 2023 | 43.36% |
| December 31, 2022 | 43.36% |
| November 30, 2022 | 43.36% |
| October 31, 2022 | 43.36% |
| September 30, 2022 | 43.36% |
| August 31, 2022 | 43.36% |
| July 31, 2022 | 43.36% |
| June 30, 2022 | 43.36% |
| May 31, 2022 | 43.36% |
| April 30, 2022 | 43.36% |
| March 31, 2022 | 43.36% |
| Date | Value |
|---|---|
| February 28, 2022 | 43.36% |
| January 31, 2022 | 43.36% |
| December 31, 2021 | 43.36% |
| November 30, 2021 | 43.36% |
| October 31, 2021 | 43.36% |
| September 30, 2021 | 43.36% |
| August 31, 2021 | 43.36% |
| July 31, 2021 | 43.36% |
| June 30, 2021 | 43.36% |
| May 31, 2021 | 43.36% |
| April 30, 2021 | 43.36% |
| March 31, 2021 | 43.36% |
| February 28, 2021 | 43.36% |
| January 31, 2021 | 43.36% |
| December 31, 2020 | 43.36% |
| November 30, 2020 | 43.36% |
| October 31, 2020 | 44.63% |
| September 30, 2020 | 44.63% |
| August 31, 2020 | 44.63% |
| July 31, 2020 | 44.63% |
| June 30, 2020 | 44.63% |
| May 31, 2020 | 44.63% |
| April 30, 2020 | 44.63% |
| March 31, 2020 | 44.63% |
| February 29, 2020 | 44.63% |
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
43.36%
Minimum
Nov 2020
44.63%
Maximum
Apr 2019
43.76%
Average
43.36%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Deere & Co | 37.91% |
| Boeing Co | 77.92% |
| General Electric Co | 81.01% |
| Lockheed Martin Corp | 36.66% |
| Astec Industries Inc | 62.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.666 |
| Beta (5Y) | 1.172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.97% |
| Historical Sharpe Ratio (5Y) | 0.6968 |
| Historical Sortino (5Y) | 1.147 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.81% |