Ecolab Inc (ECL)
227.50
+0.74
(+0.33%)
USD |
NYSE |
May 03, 16:00
227.49
-0.01
(-0.00%)
Pre-Market: 20:00
Ecolab Max Drawdown (5Y): 43.71% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 43.71% |
March 31, 2024 | 43.71% |
February 29, 2024 | 43.71% |
January 31, 2024 | 43.71% |
December 31, 2023 | 43.71% |
November 30, 2023 | 43.71% |
October 31, 2023 | 43.71% |
September 30, 2023 | 43.71% |
August 31, 2023 | 43.71% |
July 31, 2023 | 43.71% |
June 30, 2023 | 43.71% |
May 31, 2023 | 43.71% |
April 30, 2023 | 43.71% |
March 31, 2023 | 43.71% |
February 28, 2023 | 43.71% |
January 31, 2023 | 43.71% |
December 31, 2022 | 43.71% |
November 30, 2022 | 43.71% |
October 31, 2022 | 40.29% |
September 30, 2022 | 40.29% |
August 31, 2022 | 40.29% |
July 31, 2022 | 40.29% |
June 30, 2022 | 40.29% |
May 31, 2022 | 40.29% |
April 30, 2022 | 40.29% |
Date | Value |
---|---|
March 31, 2022 | 40.29% |
February 28, 2022 | 40.29% |
January 31, 2022 | 40.29% |
December 31, 2021 | 40.29% |
November 30, 2021 | 40.29% |
October 31, 2021 | 40.29% |
September 30, 2021 | 40.29% |
August 31, 2021 | 40.29% |
July 31, 2021 | 40.29% |
June 30, 2021 | 40.29% |
May 31, 2021 | 40.29% |
April 30, 2021 | 40.29% |
March 31, 2021 | 40.29% |
February 28, 2021 | 40.29% |
January 31, 2021 | 40.29% |
December 31, 2020 | 40.29% |
November 30, 2020 | 40.29% |
October 31, 2020 | 40.29% |
September 30, 2020 | 40.29% |
August 31, 2020 | 40.29% |
July 31, 2020 | 40.29% |
June 30, 2020 | 40.29% |
May 31, 2020 | 40.29% |
April 30, 2020 | 40.29% |
March 31, 2020 | 40.29% |
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
17.73%
Minimum
May 2019
43.71%
Maximum
Nov 2022
37.56%
Average
40.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Air Products & Chemicals Inc | 31.79% |
Nucor Corp | 57.19% |
Sherwin-Williams Co | 42.46% |
Steel Dynamics Inc | 68.46% |
United States Steel Corp | 89.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.815 |
Beta (5Y) | 1.086 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.55% |
Historical Sharpe Ratio (5Y) | 0.1285 |
Historical Sortino (5Y) | 0.1845 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.35% |