Church & Dwight Co Inc (CHD)
107.35
+0.64
(+0.60%)
USD |
NYSE |
Apr 24, 16:00
107.35
0.00 (0.00%)
After-Hours: 16:39
Church & Dwight Max Drawdown (5Y): 31.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 31.72% |
| February 29, 2024 | 31.72% |
| January 31, 2024 | 31.72% |
| December 31, 2023 | 31.72% |
| November 30, 2023 | 31.72% |
| October 31, 2023 | 31.72% |
| September 30, 2023 | 31.72% |
| August 31, 2023 | 31.72% |
| July 31, 2023 | 31.72% |
| June 30, 2023 | 31.72% |
| May 31, 2023 | 31.72% |
| April 30, 2023 | 31.72% |
| March 31, 2023 | 31.72% |
| February 28, 2023 | 31.72% |
| January 31, 2023 | 31.72% |
| December 31, 2022 | 31.72% |
| November 30, 2022 | 31.72% |
| October 31, 2022 | 31.72% |
| September 30, 2022 | 31.02% |
| August 31, 2022 | 24.40% |
| July 31, 2022 | 24.40% |
| June 30, 2022 | 24.40% |
| May 31, 2022 | 24.40% |
| April 30, 2022 | 24.40% |
| March 31, 2022 | 24.40% |
| Date | Value |
|---|---|
| February 28, 2022 | 24.40% |
| January 31, 2022 | 24.40% |
| December 31, 2021 | 24.40% |
| November 30, 2021 | 24.40% |
| October 31, 2021 | 24.40% |
| September 30, 2021 | 24.40% |
| August 31, 2021 | 24.40% |
| July 31, 2021 | 24.40% |
| June 30, 2021 | 24.40% |
| May 31, 2021 | 24.40% |
| April 30, 2021 | 24.40% |
| March 31, 2021 | 24.40% |
| February 28, 2021 | 24.40% |
| January 31, 2021 | 24.40% |
| December 31, 2020 | 24.40% |
| November 30, 2020 | 24.40% |
| October 31, 2020 | 24.40% |
| September 30, 2020 | 24.40% |
| August 31, 2020 | 24.40% |
| July 31, 2020 | 24.40% |
| June 30, 2020 | 24.40% |
| May 31, 2020 | 24.40% |
| April 30, 2020 | 24.40% |
| March 31, 2020 | 24.40% |
| February 29, 2020 | 19.17% |
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
19.17%
Minimum
Apr 2019
31.72%
Maximum
Oct 2022
25.75%
Average
24.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Colgate-Palmolive Co | 22.57% |
| Clorox Co | 46.73% |
| Kimberly-Clark Corp | 25.55% |
| Procter & Gamble Co | 23.77% |
| Spectrum Brands Holdings Inc | 79.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.3177 |
| Beta (5Y) | 0.529 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 21.61% |
| Historical Sharpe Ratio (5Y) | 0.3342 |
| Historical Sortino (5Y) | 0.5289 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.00% |