The Estee Lauder Companies Inc (EL)
66.87
+1.54
(+2.36%)
USD |
NYSE |
Nov 21, 16:00
66.70
-0.17
(-0.25%)
After-Hours: 20:00
Estee Lauder Max Drawdown (5Y): 80.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.66% |
| September 30, 2024 | 76.38% |
| August 31, 2024 | 75.99% |
| July 31, 2024 | 73.01% |
| June 30, 2024 | 71.33% |
| May 31, 2024 | 71.33% |
| April 30, 2024 | 71.33% |
| March 31, 2024 | 71.33% |
| February 29, 2024 | 71.33% |
| January 31, 2024 | 71.33% |
| December 31, 2023 | 71.33% |
| November 30, 2023 | 71.33% |
| October 31, 2023 | 65.84% |
| September 30, 2023 | 61.70% |
| August 31, 2023 | 59.13% |
| July 31, 2023 | 52.61% |
| June 30, 2023 | 51.77% |
| May 31, 2023 | 49.72% |
| April 30, 2023 | 48.57% |
| March 31, 2023 | 48.57% |
| February 28, 2023 | 48.57% |
| January 31, 2023 | 48.57% |
| December 31, 2022 | 48.57% |
| November 30, 2022 | 48.57% |
| October 31, 2022 | 46.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 41.55% |
| August 31, 2022 | 38.26% |
| July 31, 2022 | 38.26% |
| June 30, 2022 | 38.26% |
| May 31, 2022 | 38.26% |
| April 30, 2022 | 34.16% |
| March 31, 2022 | 34.16% |
| February 28, 2022 | 34.16% |
| January 31, 2022 | 34.16% |
| December 31, 2021 | 34.16% |
| November 30, 2021 | 34.16% |
| October 31, 2021 | 34.16% |
| September 30, 2021 | 34.16% |
| August 31, 2021 | 34.16% |
| July 31, 2021 | 34.16% |
| June 30, 2021 | 34.16% |
| May 31, 2021 | 34.16% |
| April 30, 2021 | 34.16% |
| March 31, 2021 | 34.16% |
| February 28, 2021 | 34.16% |
| January 31, 2021 | 34.16% |
| December 31, 2020 | 34.16% |
| November 30, 2020 | 34.16% |
| October 31, 2020 | 34.16% |
| September 30, 2020 | 34.16% |
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
22.06%
Minimum
Nov 2019
80.66%
Maximum
Oct 2024
45.44%
Average
36.21%
Median
Max Drawdown (5Y) Benchmarks
| Edgewell Personal Care Co | 80.27% |
| Acme United Corp | 52.48% |
| Interparfums Inc | 54.94% |
| Procter & Gamble Co | 23.77% |
| United-Guardian Inc | 76.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.96 |
| Beta (5Y) | 1.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.17% |
| Historical Sharpe Ratio (5Y) | -0.5857 |
| Historical Sortino (5Y) | -0.9528 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.03% |