Balchem Corp (BCPC)

167.17 +1.84 (+1.11%) USD  |  NASDAQ  |  Dec 24, 16:00
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Balchem Max Drawdown (5Y): 33.89% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Friedman Industries Inc 65.08%
Innospec Inc 42.73%
Alto Ingredients Inc 98.30%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.856
Beta (5Y) 0.6684
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.92%
Historical Sharpe Ratio (5Y) 0.4327
Historical Sortino (5Y) 0.715
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.48%