Balchem Corp (BCPC)
182.44
+2.13
(+1.18%)
USD |
NASDAQ |
Nov 22, 16:00
182.76
+0.32
(+0.18%)
After-Hours: 20:00
Balchem Max Drawdown (5Y): 33.89% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 33.89% |
| September 30, 2024 | 33.89% |
| August 31, 2024 | 33.89% |
| July 31, 2024 | 33.89% |
| June 30, 2024 | 33.89% |
| May 31, 2024 | 33.89% |
| April 30, 2024 | 33.89% |
| March 31, 2024 | 33.89% |
| February 29, 2024 | 33.89% |
| January 31, 2024 | 33.89% |
| December 31, 2023 | 34.27% |
| November 30, 2023 | 36.70% |
| October 31, 2023 | 36.70% |
| September 30, 2023 | 36.70% |
| August 31, 2023 | 36.70% |
| July 31, 2023 | 36.70% |
| June 30, 2023 | 36.70% |
| May 31, 2023 | 36.70% |
| April 30, 2023 | 36.70% |
| March 31, 2023 | 36.70% |
| February 28, 2023 | 36.70% |
| January 31, 2023 | 36.70% |
| December 31, 2022 | 36.70% |
| November 30, 2022 | 36.70% |
| October 31, 2022 | 36.70% |
| Date | Value |
|---|---|
| September 30, 2022 | 36.70% |
| August 31, 2022 | 36.70% |
| July 31, 2022 | 36.70% |
| June 30, 2022 | 36.70% |
| May 31, 2022 | 36.70% |
| April 30, 2022 | 36.70% |
| March 31, 2022 | 36.70% |
| February 28, 2022 | 36.70% |
| January 31, 2022 | 36.70% |
| December 31, 2021 | 36.70% |
| November 30, 2021 | 36.70% |
| October 31, 2021 | 36.70% |
| September 30, 2021 | 36.70% |
| August 31, 2021 | 36.70% |
| July 31, 2021 | 36.70% |
| June 30, 2021 | 36.70% |
| May 31, 2021 | 36.70% |
| April 30, 2021 | 36.70% |
| March 31, 2021 | 36.70% |
| February 28, 2021 | 36.70% |
| January 31, 2021 | 36.70% |
| December 31, 2020 | 36.70% |
| November 30, 2020 | 36.70% |
| October 31, 2020 | 36.70% |
| September 30, 2020 | 36.70% |
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
33.89%
Minimum
Jan 2024
36.70%
Maximum
Nov 2019
36.19%
Average
36.70%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Friedman Industries Inc | 65.08% |
| Innospec Inc | 42.73% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3585 |
| Beta (5Y) | 0.6520 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 24.94% |
| Historical Sharpe Ratio (5Y) | 0.3518 |
| Historical Sortino (5Y) | 0.5819 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.48% |