3M Co (MMM)
98.44
+1.93
(+2.00%)
USD |
NYSE |
May 01, 16:00
98.71
+0.27
(+0.27%)
Pre-Market: 05:26
3M Max Drawdown (5Y): 53.13% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 53.13% |
March 31, 2024 | 53.13% |
February 29, 2024 | 53.13% |
January 31, 2024 | 53.13% |
December 31, 2023 | 53.13% |
November 30, 2023 | 53.13% |
October 31, 2023 | 53.13% |
September 30, 2023 | 50.53% |
August 31, 2023 | 50.53% |
July 31, 2023 | 50.53% |
June 30, 2023 | 50.53% |
May 31, 2023 | 50.53% |
April 30, 2023 | 50.53% |
March 31, 2023 | 50.53% |
February 28, 2023 | 50.53% |
January 31, 2023 | 50.53% |
December 31, 2022 | 50.53% |
November 30, 2022 | 50.53% |
October 31, 2022 | 50.53% |
September 30, 2022 | 50.53% |
August 31, 2022 | 50.53% |
July 31, 2022 | 50.53% |
June 30, 2022 | 50.53% |
May 31, 2022 | 50.53% |
April 30, 2022 | 50.53% |
Date | Value |
---|---|
March 31, 2022 | 50.53% |
February 28, 2022 | 50.53% |
January 31, 2022 | 50.53% |
December 31, 2021 | 50.53% |
November 30, 2021 | 50.53% |
October 31, 2021 | 50.53% |
September 30, 2021 | 50.53% |
August 31, 2021 | 50.53% |
July 31, 2021 | 50.53% |
June 30, 2021 | 50.53% |
May 31, 2021 | 50.53% |
April 30, 2021 | 50.53% |
March 31, 2021 | 50.53% |
February 28, 2021 | 50.53% |
January 31, 2021 | 50.53% |
December 31, 2020 | 50.53% |
November 30, 2020 | 50.53% |
October 31, 2020 | 50.53% |
September 30, 2020 | 50.53% |
August 31, 2020 | 50.53% |
July 31, 2020 | 50.53% |
June 30, 2020 | 50.53% |
May 31, 2020 | 50.53% |
April 30, 2020 | 50.53% |
March 31, 2020 | 50.53% |
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
35.08%
Minimum
May 2019
53.13%
Maximum
Oct 2023
48.54%
Average
50.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Honeywell International Inc | 43.00% |
Harte-Hanks Inc | 98.06% |
Matthews International Corp | 75.23% |
Seaboard Corp | 43.33% |
1847 Holdings LLC | 99.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.61 |
Beta (5Y) | 1.055 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.43% |
Historical Sharpe Ratio (5Y) | -0.2498 |
Historical Sortino (5Y) | -0.4001 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |