Balchem Corp (BCPC)
138.50
-2.14
(-1.52%)
USD |
NASDAQ |
Apr 25, 16:00
138.56
+0.06
(+0.04%)
After-Hours: 20:00
Balchem Max Drawdown (5Y): 33.89% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.89% |
| February 29, 2024 | 33.89% |
| January 31, 2024 | 33.89% |
| December 31, 2023 | 33.89% |
| November 30, 2023 | 33.89% |
| October 31, 2023 | 34.27% |
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 36.70% |
| July 31, 2020 | 36.70% |
| June 30, 2020 | 36.70% |
| May 31, 2020 | 36.70% |
| April 30, 2020 | 36.70% |
| March 31, 2020 | 36.70% |
| February 29, 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
Nov 2023
36.70%
Maximum
Apr 2019
36.43%
Average
36.70%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Friedman Industries Inc | 65.08% |
| Innospec Inc | 42.73% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.1326 |
| Beta (5Y) | 0.707 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.39% |
| Historical Sharpe Ratio (5Y) | 0.3686 |
| Historical Sortino (5Y) | 0.5944 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.98% |