Cabot Corp (CBT)
94.11
-0.11
(-0.12%)
USD |
NYSE |
May 03, 16:00
94.16
+0.04
(+0.05%)
After-Hours: 20:00
Cabot Max Drawdown (5Y): 67.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 67.20% |
March 31, 2024 | 67.20% |
February 29, 2024 | 67.20% |
January 31, 2024 | 67.20% |
December 31, 2023 | 67.20% |
November 30, 2023 | 67.20% |
October 31, 2023 | 67.20% |
September 30, 2023 | 67.20% |
August 31, 2023 | 67.20% |
July 31, 2023 | 67.20% |
June 30, 2023 | 67.20% |
May 31, 2023 | 67.20% |
April 30, 2023 | 67.20% |
March 31, 2023 | 67.20% |
February 28, 2023 | 67.20% |
January 31, 2023 | 67.20% |
December 31, 2022 | 67.20% |
November 30, 2022 | 67.20% |
October 31, 2022 | 67.20% |
September 30, 2022 | 67.20% |
August 31, 2022 | 67.20% |
July 31, 2022 | 67.20% |
June 30, 2022 | 67.20% |
May 31, 2022 | 67.20% |
April 30, 2022 | 67.20% |
Date | Value |
---|---|
March 31, 2022 | 67.20% |
February 28, 2022 | 67.20% |
January 31, 2022 | 67.20% |
December 31, 2021 | 67.20% |
November 30, 2021 | 67.20% |
October 31, 2021 | 67.20% |
September 30, 2021 | 67.20% |
August 31, 2021 | 67.20% |
July 31, 2021 | 67.20% |
June 30, 2021 | 67.20% |
May 31, 2021 | 67.20% |
April 30, 2021 | 67.20% |
March 31, 2021 | 67.20% |
February 28, 2021 | 67.20% |
January 31, 2021 | 67.20% |
December 31, 2020 | 67.20% |
November 30, 2020 | 67.20% |
October 31, 2020 | 67.20% |
September 30, 2020 | 67.20% |
August 31, 2020 | 67.20% |
July 31, 2020 | 67.20% |
June 30, 2020 | 67.20% |
May 31, 2020 | 67.20% |
April 30, 2020 | 67.20% |
March 31, 2020 | 67.20% |
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
47.44%
Minimum
May 2019
67.20%
Maximum
Mar 2020
63.90%
Average
67.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
ASP Isotopes Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.924 |
Beta (5Y) | 1.266 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.52% |
Historical Sharpe Ratio (5Y) | 0.4388 |
Historical Sortino (5Y) | 0.6567 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.36% |