Caterpillar Inc (CAT)
376.52
-3.11
(-0.82%)
USD |
NYSE |
Nov 04, 16:00
378.25
+1.73
(+0.46%)
Pre-Market: 08:43
Caterpillar Max Drawdown (5Y): 43.36% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 43.36% |
| September 30, 2024 | 43.36% |
| August 31, 2024 | 43.36% |
| July 31, 2024 | 43.36% |
| June 30, 2024 | 43.36% |
| May 31, 2024 | 43.36% |
| April 30, 2024 | 43.36% |
| March 31, 2024 | 43.36% |
| February 29, 2024 | 43.36% |
| January 31, 2024 | 43.36% |
| December 31, 2023 | 43.36% |
| November 30, 2023 | 43.36% |
| October 31, 2023 | 43.36% |
| September 30, 2023 | 43.36% |
| August 31, 2023 | 43.36% |
| July 31, 2023 | 43.36% |
| June 30, 2023 | 43.36% |
| May 31, 2023 | 43.36% |
| April 30, 2023 | 43.36% |
| March 31, 2023 | 43.36% |
| February 28, 2023 | 43.36% |
| January 31, 2023 | 43.36% |
| December 31, 2022 | 43.36% |
| November 30, 2022 | 43.36% |
| October 31, 2022 | 43.36% |
| Date | Value |
|---|---|
| September 30, 2022 | 43.36% |
| August 31, 2022 | 43.36% |
| July 31, 2022 | 43.36% |
| June 30, 2022 | 43.36% |
| May 31, 2022 | 43.36% |
| April 30, 2022 | 43.36% |
| March 31, 2022 | 43.36% |
| February 28, 2022 | 43.36% |
| January 31, 2022 | 43.36% |
| December 31, 2021 | 43.36% |
| November 30, 2021 | 43.36% |
| October 31, 2021 | 43.36% |
| September 30, 2021 | 43.36% |
| August 31, 2021 | 43.36% |
| July 31, 2021 | 43.36% |
| June 30, 2021 | 43.36% |
| May 31, 2021 | 43.36% |
| April 30, 2021 | 43.36% |
| March 31, 2021 | 43.36% |
| February 28, 2021 | 43.36% |
| January 31, 2021 | 43.36% |
| December 31, 2020 | 43.36% |
| November 30, 2020 | 43.36% |
| October 31, 2020 | 44.63% |
| September 30, 2020 | 44.63% |
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
43.36%
Minimum
Nov 2020
44.63%
Maximum
Nov 2019
43.62%
Average
43.36%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| Deere & Co | 37.91% |
| Astec Industries Inc | 62.42% |
| Columbus McKinnon Corp | 55.22% |
| Gencor Industries Inc | 50.08% |
| Manitowoc Co Inc | 83.07% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.335 |
| Beta (5Y) | 1.104 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.12% |
| Historical Sharpe Ratio (5Y) | 0.7033 |
| Historical Sortino (5Y) | 1.153 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.68% |