Cabot Corp (CBT)

92.55 +0.52 (+0.56%) USD  |  NYSE  |  Dec 24, 16:00
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Cabot Max Drawdown (5Y): 67.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Steel Dynamics Inc 68.46%
Friedman Industries Inc 65.08%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%
ASP Isotopes Inc --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.235
Beta (5Y) 1.175
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.03%
Historical Sharpe Ratio (5Y) 0.5404
Historical Sortino (5Y) 0.7768
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.84%