Cabot Corp (CBT)
110.36
+1.69
(+1.56%)
USD |
NYSE |
Nov 22, 16:00
110.40
+0.04
(+0.04%)
After-Hours: 20:00
Cabot Max Drawdown (5Y): 67.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 67.20% |
| September 30, 2024 | 67.20% |
| August 31, 2024 | 67.20% |
| July 31, 2024 | 67.20% |
| June 30, 2024 | 67.20% |
| May 31, 2024 | 67.20% |
| April 30, 2024 | 67.20% |
| March 31, 2024 | 67.20% |
| February 29, 2024 | 67.20% |
| January 31, 2024 | 67.20% |
| December 31, 2023 | 67.20% |
| November 30, 2023 | 67.20% |
| October 31, 2023 | 67.20% |
| September 30, 2023 | 67.20% |
| August 31, 2023 | 67.20% |
| July 31, 2023 | 67.20% |
| June 30, 2023 | 67.20% |
| May 31, 2023 | 67.20% |
| April 30, 2023 | 67.20% |
| March 31, 2023 | 67.20% |
| February 28, 2023 | 67.20% |
| January 31, 2023 | 67.20% |
| December 31, 2022 | 67.20% |
| November 30, 2022 | 67.20% |
| October 31, 2022 | 67.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 67.20% |
| August 31, 2022 | 67.20% |
| July 31, 2022 | 67.20% |
| June 30, 2022 | 67.20% |
| May 31, 2022 | 67.20% |
| April 30, 2022 | 67.20% |
| March 31, 2022 | 67.20% |
| February 28, 2022 | 67.20% |
| January 31, 2022 | 67.20% |
| December 31, 2021 | 67.20% |
| November 30, 2021 | 67.20% |
| October 31, 2021 | 67.20% |
| September 30, 2021 | 67.20% |
| August 31, 2021 | 67.20% |
| July 31, 2021 | 67.20% |
| June 30, 2021 | 67.20% |
| May 31, 2021 | 67.20% |
| April 30, 2021 | 67.20% |
| March 31, 2021 | 67.20% |
| February 28, 2021 | 67.20% |
| January 31, 2021 | 67.20% |
| December 31, 2020 | 67.20% |
| November 30, 2020 | 67.20% |
| October 31, 2020 | 67.20% |
| September 30, 2020 | 67.20% |
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
47.44%
Minimum
Nov 2019
67.20%
Maximum
Mar 2020
65.88%
Average
67.20%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Steel Dynamics Inc | 68.46% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.055 |
| Beta (5Y) | 1.196 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.25% |
| Historical Sharpe Ratio (5Y) | 0.5812 |
| Historical Sortino (5Y) | 0.8469 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.09% |