Ecolab Inc (ECL)
247.52
-1.88
(-0.75%)
USD |
NYSE |
Dec 10, 13:36
Ecolab Max Drawdown (5Y): 43.71% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
November 30, 2024 | 43.71% |
October 31, 2024 | 43.71% |
September 30, 2024 | 43.71% |
August 31, 2024 | 43.71% |
July 31, 2024 | 43.71% |
June 30, 2024 | 43.71% |
May 31, 2024 | 43.71% |
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% |
Date | Value |
---|---|
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% |
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% |
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
Dec 2019
43.71%
Maximum
Nov 2022
40.59%
Average
40.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
United States Steel Corp | 89.14% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.45 |
Beta (5Y) | 1.131 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.51% |
Historical Sharpe Ratio (5Y) | 0.1822 |
Historical Sortino (5Y) | 0.2547 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.35% |