McCormick & Co Inc (MKC)
76.06
-0.23
(-0.30%)
USD |
NYSE |
Apr 30, 16:00
76.06
0.00 (0.00%)
Pre-Market: 20:00
McCormick Max Drawdown (5Y): 41.19% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 41.19% |
March 31, 2024 | 41.19% |
February 29, 2024 | 41.19% |
January 31, 2024 | 41.19% |
December 31, 2023 | 41.19% |
November 30, 2023 | 41.19% |
October 31, 2023 | 41.19% |
September 30, 2023 | 34.11% |
August 31, 2023 | 34.11% |
July 31, 2023 | 34.11% |
June 30, 2023 | 34.11% |
May 31, 2023 | 34.11% |
April 30, 2023 | 34.11% |
March 31, 2023 | 34.11% |
February 28, 2023 | 34.11% |
January 31, 2023 | 34.11% |
December 31, 2022 | 34.11% |
November 30, 2022 | 34.11% |
October 31, 2022 | 34.11% |
September 30, 2022 | 34.11% |
August 31, 2022 | 34.11% |
July 31, 2022 | 34.11% |
June 30, 2022 | 34.11% |
May 31, 2022 | 34.11% |
April 30, 2022 | 34.11% |
Date | Value |
---|---|
March 31, 2022 | 34.11% |
February 28, 2022 | 34.11% |
January 31, 2022 | 34.11% |
December 31, 2021 | 34.11% |
November 30, 2021 | 34.11% |
October 31, 2021 | 34.11% |
September 30, 2021 | 34.11% |
August 31, 2021 | 34.11% |
July 31, 2021 | 34.11% |
June 30, 2021 | 34.11% |
May 31, 2021 | 34.11% |
April 30, 2021 | 34.11% |
March 31, 2021 | 34.11% |
February 28, 2021 | 34.11% |
January 31, 2021 | 34.11% |
December 31, 2020 | 34.11% |
November 30, 2020 | 34.11% |
October 31, 2020 | 34.11% |
September 30, 2020 | 34.11% |
August 31, 2020 | 34.11% |
July 31, 2020 | 34.11% |
June 30, 2020 | 34.11% |
May 31, 2020 | 34.11% |
April 30, 2020 | 34.11% |
March 31, 2020 | 34.11% |
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
21.91%
Minimum
May 2019
41.19%
Maximum
Oct 2023
32.91%
Average
34.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
The Kraft Heinz Co | 75.99% |
Spectrum Brands Holdings Inc | 79.43% |
Krispy Kreme Inc | -- |
Mondelez International Inc | 29.74% |
Acme United Corp | 52.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.691 |
Beta (5Y) | 0.7283 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.96% |
Historical Sharpe Ratio (5Y) | -0.0221 |
Historical Sortino (5Y) | -0.0325 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.29% |