Colgate-Palmolive Co (CL)
94.24
+0.33
(+0.35%)
USD |
NYSE |
Nov 21, 16:00
94.24
0.00 (0.00%)
After-Hours: 17:00
Colgate-Palmolive Max Drawdown (5Y): 22.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 22.57% |
| September 30, 2024 | 22.57% |
| August 31, 2024 | 22.57% |
| July 31, 2024 | 22.57% |
| June 30, 2024 | 22.57% |
| May 31, 2024 | 22.57% |
| April 30, 2024 | 22.57% |
| March 31, 2024 | 22.57% |
| February 29, 2024 | 22.57% |
| January 31, 2024 | 22.57% |
| December 31, 2023 | 22.57% |
| November 30, 2023 | 23.55% |
| October 31, 2023 | 23.55% |
| September 30, 2023 | 23.76% |
| August 31, 2023 | 23.76% |
| July 31, 2023 | 23.76% |
| June 30, 2023 | 23.76% |
| May 31, 2023 | 23.76% |
| April 30, 2023 | 23.76% |
| March 31, 2023 | 23.76% |
| February 28, 2023 | 23.76% |
| January 31, 2023 | 23.76% |
| December 31, 2022 | 23.76% |
| November 30, 2022 | 23.76% |
| October 31, 2022 | 23.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 23.76% |
| August 31, 2022 | 23.76% |
| July 31, 2022 | 23.76% |
| June 30, 2022 | 23.76% |
| May 31, 2022 | 23.76% |
| April 30, 2022 | 23.76% |
| March 31, 2022 | 23.76% |
| February 28, 2022 | 23.76% |
| January 31, 2022 | 23.76% |
| December 31, 2021 | 23.76% |
| November 30, 2021 | 23.76% |
| October 31, 2021 | 23.76% |
| September 30, 2021 | 23.76% |
| August 31, 2021 | 23.76% |
| July 31, 2021 | 23.76% |
| June 30, 2021 | 23.76% |
| May 31, 2021 | 23.76% |
| April 30, 2021 | 23.76% |
| March 31, 2021 | 23.76% |
| February 28, 2021 | 23.76% |
| January 31, 2021 | 23.76% |
| December 31, 2020 | 23.76% |
| November 30, 2020 | 23.76% |
| October 31, 2020 | 23.76% |
| September 30, 2020 | 23.76% |
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
22.57%
Minimum
Dec 2023
23.76%
Maximum
Nov 2019
23.54%
Average
23.76%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Procter & Gamble Co | 23.77% |
| Church & Dwight Co Inc | 31.72% |
| Clorox Co | 46.73% |
| Kimberly-Clark Corp | 25.55% |
| Spectrum Brands Holdings Inc | 79.43% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.169 |
| Beta (5Y) | 0.4200 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.31% |
| Historical Sharpe Ratio (5Y) | 0.3807 |
| Historical Sortino (5Y) | 0.6346 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.18% |