Croda International PLC (COIHY)
22.38
+0.27
(+1.23%)
USD |
OTCM |
Nov 22, 16:00
Croda International Max Drawdown (5Y): 65.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.06% |
| September 30, 2024 | 64.48% |
| August 31, 2024 | 64.48% |
| July 31, 2024 | 64.08% |
| June 30, 2024 | 63.87% |
| May 31, 2024 | 63.87% |
| April 30, 2024 | 63.87% |
| March 31, 2024 | 63.87% |
| February 29, 2024 | 63.87% |
| January 31, 2024 | 63.87% |
| December 31, 2023 | 63.87% |
| November 30, 2023 | 63.87% |
| October 31, 2023 | 63.87% |
| September 30, 2023 | 58.66% |
| August 31, 2023 | 52.61% |
| July 31, 2023 | 52.61% |
| June 30, 2023 | 52.61% |
| May 31, 2023 | 50.09% |
| April 30, 2023 | 50.09% |
| March 31, 2023 | 50.09% |
| February 28, 2023 | 50.09% |
| January 31, 2023 | 50.09% |
| December 31, 2022 | 50.09% |
| November 30, 2022 | 50.09% |
| October 31, 2022 | 50.09% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.09% |
| August 31, 2022 | 49.67% |
| July 31, 2022 | 49.67% |
| June 30, 2022 | 49.67% |
| May 31, 2022 | 43.53% |
| April 30, 2022 | 36.95% |
| March 31, 2022 | 36.95% |
| February 28, 2022 | 36.95% |
| January 31, 2022 | 36.95% |
| December 31, 2021 | 36.95% |
| November 30, 2021 | 36.95% |
| October 31, 2021 | 36.95% |
| September 30, 2021 | 36.95% |
| August 31, 2021 | 36.95% |
| July 31, 2021 | 36.95% |
| June 30, 2021 | 36.95% |
| May 31, 2021 | 36.95% |
| April 30, 2021 | 36.95% |
| March 31, 2021 | 36.95% |
| February 28, 2021 | 36.95% |
| January 31, 2021 | 36.95% |
| December 31, 2020 | 36.95% |
| November 30, 2020 | 36.95% |
| October 31, 2020 | 36.95% |
| September 30, 2020 | 36.95% |
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
26.76%
Minimum
Nov 2019
65.06%
Maximum
Oct 2024
46.01%
Average
40.24%
Median
Max Drawdown (5Y) Benchmarks
| Rio Tinto PLC | 37.48% |
| LyondellBasell Industries NV | 68.15% |
| Ferroglobe PLC | 98.17% |
| Forterra PLC | 99.99% |
| Eden Research PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -20.61 |
| Beta (5Y) | 1.209 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.32% |
| Historical Sharpe Ratio (5Y) | -0.1549 |
| Historical Sortino (5Y) | -0.2413 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.50% |