Caterpillar Inc (CAT)
329.69
-9.61
(-2.83%)
USD |
NYSE |
Mar 28, 16:00
328.80
-0.89
(-0.27%)
Pre-Market: 20:00
Caterpillar Max Drawdown (5Y): 43.36% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Deere & Co | 37.91% |
| Astec Industries Inc | 62.42% |
| Boeing Co | 77.92% |
| Columbus McKinnon Corp | 67.52% |
| Gencor Industries Inc | 51.47% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.243 |
| Beta (5Y) | 1.148 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.08% |
| Historical Sharpe Ratio (5Y) | 0.7535 |
| Historical Sortino (5Y) | 1.413 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.78% |