Terex Corp (TEX)
56.05
-2.90
(-4.92%)
USD |
NYSE |
Apr 30, 16:00
56.00
-0.05
(-0.09%)
Pre-Market: 20:00
Terex Max Drawdown (5Y): 74.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 74.14% |
March 31, 2024 | 74.14% |
February 29, 2024 | 74.14% |
January 31, 2024 | 74.14% |
December 31, 2023 | 74.14% |
November 30, 2023 | 74.14% |
October 31, 2023 | 74.14% |
September 30, 2023 | 74.14% |
August 31, 2023 | 74.14% |
July 31, 2023 | 74.14% |
June 30, 2023 | 74.14% |
May 31, 2023 | 74.14% |
April 30, 2023 | 74.14% |
March 31, 2023 | 74.14% |
February 28, 2023 | 74.14% |
January 31, 2023 | 74.14% |
December 31, 2022 | 74.14% |
November 30, 2022 | 74.14% |
October 31, 2022 | 74.14% |
September 30, 2022 | 74.14% |
August 31, 2022 | 74.14% |
July 31, 2022 | 74.14% |
June 30, 2022 | 74.14% |
May 31, 2022 | 74.14% |
April 30, 2022 | 74.14% |
Date | Value |
---|---|
March 31, 2022 | 74.14% |
February 28, 2022 | 74.14% |
January 31, 2022 | 74.14% |
December 31, 2021 | 74.14% |
November 30, 2021 | 74.14% |
October 31, 2021 | 74.14% |
September 30, 2021 | 74.14% |
August 31, 2021 | 74.14% |
July 31, 2021 | 74.14% |
June 30, 2021 | 74.14% |
May 31, 2021 | 74.14% |
April 30, 2021 | 74.14% |
March 31, 2021 | 74.14% |
February 28, 2021 | 74.14% |
January 31, 2021 | 74.14% |
December 31, 2020 | 74.14% |
November 30, 2020 | 74.14% |
October 31, 2020 | 74.14% |
September 30, 2020 | 74.14% |
August 31, 2020 | 74.14% |
July 31, 2020 | 74.14% |
June 30, 2020 | 74.14% |
May 31, 2020 | 74.14% |
April 30, 2020 | 74.14% |
March 31, 2020 | 74.14% |
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
67.16%
Minimum
May 2019
74.14%
Maximum
Mar 2020
72.98%
Average
74.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Hyster-Yale Materials Handling Inc | 77.60% |
AmeraMex International Inc | 90.18% |
Lincoln Electric Holdings Inc | 38.89% |
American Superconductor Corp | 89.06% |
Nordson Corp | 44.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.373 |
Beta (5Y) | 1.663 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.50% |
Historical Sharpe Ratio (5Y) | 0.2053 |
Historical Sortino (5Y) | 0.3445 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.35% |