Caterpillar Inc (CAT)

366.04 +5.67 (+1.57%) USD  |  NYSE  |  Dec 20, 16:00
368.50 +2.46 (+0.67%) After-Hours: 20:00
More

Caterpillar Max Drawdown (5Y): 43.36% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CAT.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Astec Industries Inc 62.42%
Deere & Co 37.91%
Terex Corp 74.14%
Columbus McKinnon Corp 55.22%
Gencor Industries Inc 51.47%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.461
Beta (5Y) 1.106
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 32.06%
Historical Sharpe Ratio (5Y) 0.7246
Historical Sortino (5Y) 1.183
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.68%