Quaker Houghton (KWR)
194.71
+4.24
(+2.23%)
USD |
NYSE |
May 17, 16:00
194.48
-0.23
(-0.12%)
Pre-Market: 20:00
Quaker Houghton Max Drawdown (5Y): 54.80% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 54.80% |
March 31, 2024 | 54.80% |
February 29, 2024 | 54.80% |
January 31, 2024 | 54.80% |
December 31, 2023 | 54.80% |
November 30, 2023 | 54.80% |
October 31, 2023 | 54.80% |
September 30, 2023 | 54.80% |
August 31, 2023 | 54.80% |
July 31, 2023 | 54.80% |
June 30, 2023 | 54.80% |
May 31, 2023 | 54.80% |
April 30, 2023 | 54.80% |
March 31, 2023 | 54.80% |
February 28, 2023 | 54.80% |
January 31, 2023 | 54.80% |
December 31, 2022 | 54.80% |
November 30, 2022 | 54.80% |
October 31, 2022 | 54.80% |
September 30, 2022 | 54.80% |
August 31, 2022 | 54.80% |
July 31, 2022 | 54.80% |
June 30, 2022 | 54.51% |
May 31, 2022 | 53.70% |
April 30, 2022 | 49.62% |
Date | Value |
---|---|
March 31, 2022 | 49.62% |
February 28, 2022 | 49.62% |
January 31, 2022 | 49.62% |
December 31, 2021 | 49.62% |
November 30, 2021 | 49.62% |
October 31, 2021 | 49.62% |
September 30, 2021 | 49.62% |
August 31, 2021 | 49.62% |
July 31, 2021 | 49.62% |
June 30, 2021 | 49.62% |
May 31, 2021 | 49.62% |
April 30, 2021 | 49.62% |
March 31, 2021 | 49.62% |
February 28, 2021 | 49.62% |
January 31, 2021 | 49.62% |
December 31, 2020 | 49.62% |
November 30, 2020 | 49.62% |
October 31, 2020 | 49.62% |
September 30, 2020 | 49.62% |
August 31, 2020 | 49.62% |
July 31, 2020 | 49.62% |
June 30, 2020 | 49.62% |
May 31, 2020 | 49.62% |
April 30, 2020 | 49.62% |
March 31, 2020 | 45.24% |
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
25.03%
Minimum
May 2019
54.80%
Maximum
Jul 2022
48.60%
Average
49.62%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Minerals Technologies Inc | 65.11% |
Rayonier Advanced Materials Inc | 95.52% |
5E Advanced Materials Inc | -- |
Innospec Inc | 42.73% |
Ingevity Corp | 76.22% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -21.28 |
Beta (5Y) | 1.483 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.38% |
Historical Sharpe Ratio (5Y) | -0.1148 |
Historical Sortino (5Y) | -0.2331 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |