Coty Inc (COTY)
11.50
+0.08
(+0.66%)
USD |
NYSE |
Apr 26, 15:54
Coty Max Drawdown (5Y): 90.20% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 90.20% |
| February 29, 2024 | 90.20% |
| January 31, 2024 | 90.20% |
| December 31, 2023 | 90.20% |
| November 30, 2023 | 90.20% |
| October 31, 2023 | 90.20% |
| September 30, 2023 | 90.20% |
| August 31, 2023 | 90.20% |
| July 31, 2023 | 90.20% |
| June 30, 2023 | 90.20% |
| May 31, 2023 | 90.20% |
| April 30, 2023 | 90.20% |
| March 31, 2023 | 90.20% |
| February 28, 2023 | 90.20% |
| January 31, 2023 | 90.20% |
| December 31, 2022 | 90.20% |
| November 30, 2022 | 90.20% |
| October 31, 2022 | 90.20% |
| September 30, 2022 | 90.20% |
| August 31, 2022 | 90.20% |
| July 31, 2022 | 90.20% |
| June 30, 2022 | 90.20% |
| May 31, 2022 | 90.20% |
| April 30, 2022 | 90.20% |
| March 31, 2022 | 90.20% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.20% |
| January 31, 2022 | 90.20% |
| December 31, 2021 | 90.20% |
| November 30, 2021 | 90.20% |
| October 31, 2021 | 90.20% |
| September 30, 2021 | 90.20% |
| August 31, 2021 | 90.20% |
| July 31, 2021 | 90.20% |
| June 30, 2021 | 90.20% |
| May 31, 2021 | 90.20% |
| April 30, 2021 | 90.20% |
| March 31, 2021 | 90.20% |
| February 28, 2021 | 90.20% |
| January 31, 2021 | 90.20% |
| December 31, 2020 | 90.20% |
| November 30, 2020 | 90.20% |
| October 31, 2020 | 90.20% |
| September 30, 2020 | 90.20% |
| August 31, 2020 | 87.98% |
| July 31, 2020 | 87.98% |
| June 30, 2020 | 87.98% |
| May 31, 2020 | 87.98% |
| April 30, 2020 | 86.72% |
| March 31, 2020 | 86.72% |
| February 29, 2020 | 79.46% |
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
79.46%
Minimum
Apr 2019
90.20%
Maximum
Sep 2020
87.96%
Average
90.20%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| e.l.f. Beauty Inc | 74.39% |
| The Estee Lauder Companies Inc | 71.33% |
| Bemax Inc | 100.00% |
| Goldenwell Biotech Inc | -- |
| Inter Parfums Inc | 54.94% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.14 |
| Beta (5Y) | 1.824 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.67% |
| Historical Sharpe Ratio (5Y) | -0.0048 |
| Historical Sortino (5Y) | -0.0091 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.59% |