PPG Industries Inc (PPG)
129.00
-1.74
(-1.33%)
USD |
NYSE |
Apr 30, 16:00
128.99
-0.01
(-0.01%)
Pre-Market: 20:00
PPG Industries Max Drawdown (5Y): 45.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 45.57% |
March 31, 2024 | 45.57% |
February 29, 2024 | 45.57% |
January 31, 2024 | 45.57% |
December 31, 2023 | 45.57% |
November 30, 2023 | 45.57% |
October 31, 2023 | 45.57% |
September 30, 2023 | 45.57% |
August 31, 2023 | 45.57% |
July 31, 2023 | 45.57% |
June 30, 2023 | 45.57% |
May 31, 2023 | 45.57% |
April 30, 2023 | 45.57% |
March 31, 2023 | 45.57% |
February 28, 2023 | 45.57% |
January 31, 2023 | 45.57% |
December 31, 2022 | 45.57% |
November 30, 2022 | 45.57% |
October 31, 2022 | 45.57% |
September 30, 2022 | 45.57% |
August 31, 2022 | 45.57% |
July 31, 2022 | 45.57% |
June 30, 2022 | 45.57% |
May 31, 2022 | 45.57% |
April 30, 2022 | 45.57% |
Date | Value |
---|---|
March 31, 2022 | 45.57% |
February 28, 2022 | 45.57% |
January 31, 2022 | 45.57% |
December 31, 2021 | 45.57% |
November 30, 2021 | 45.57% |
October 31, 2021 | 45.57% |
September 30, 2021 | 45.57% |
August 31, 2021 | 45.57% |
July 31, 2021 | 45.57% |
June 30, 2021 | 45.57% |
May 31, 2021 | 45.57% |
April 30, 2021 | 45.57% |
March 31, 2021 | 45.57% |
February 28, 2021 | 45.57% |
January 31, 2021 | 45.57% |
December 31, 2020 | 45.57% |
November 30, 2020 | 45.57% |
October 31, 2020 | 45.57% |
September 30, 2020 | 45.57% |
August 31, 2020 | 45.57% |
July 31, 2020 | 45.57% |
June 30, 2020 | 45.57% |
May 31, 2020 | 45.57% |
April 30, 2020 | 45.57% |
March 31, 2020 | 45.57% |
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
28.42%
Minimum
May 2019
45.57%
Maximum
Mar 2020
42.71%
Average
45.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sherwin-Williams Co | 42.46% |
Nucor Corp | 57.19% |
United States Steel Corp | 89.15% |
Alcoa Corp | 90.90% |
Steel Dynamics Inc | 68.46% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.84 |
Beta (5Y) | 1.299 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.83% |
Historical Sharpe Ratio (5Y) | 0.0568 |
Historical Sortino (5Y) | 0.0854 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.51% |