Coty Inc (COTY)

7.04 +0.04 (+0.57%) USD  |  NYSE  |  Dec 20, 16:00
7.02 -0.02 (-0.28%) After-Hours: 20:00
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Coty Max Drawdown (5Y): 90.20% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Median

Max Drawdown (5Y) Benchmarks

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e.l.f. Beauty Inc 74.39%
Bemax Inc 100.0%
Goldenwell Biotech Inc --
The Kroger Co 32.33%
Ingles Markets Inc 38.97%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -35.96
Beta (5Y) 1.889
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 68.01%
Historical Sharpe Ratio (5Y) -0.1579
Historical Sortino (5Y) -0.2998
Monthly Value at Risk (VaR) 5% (5Y Lookback) 22.59%