The Estee Lauder Companies Inc (EL)
146.68
-0.11
(-0.07%)
USD |
NYSE |
Apr 30, 16:00
146.71
+0.03
(+0.02%)
After-Hours: 20:00
Estee Lauder Max Drawdown (5Y): 71.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 34.16% |
July 31, 2020 | 34.16% |
June 30, 2020 | 34.16% |
May 31, 2020 | 34.16% |
April 30, 2020 | 34.16% |
March 31, 2020 | 34.16% |
February 29, 2020 | 22.06% |
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
May 2019
71.33%
Maximum
Nov 2023
39.64%
Average
34.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Procter & Gamble Co | 23.77% |
Inter Parfums Inc | 54.94% |
e.l.f. Beauty Inc | 74.39% |
Coty Inc | 90.20% |
Edgewell Personal Care Co | 80.21% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.44 |
Beta (5Y) | 1.075 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.06% |
Historical Sharpe Ratio (5Y) | -0.0752 |
Historical Sortino (5Y) | -0.1156 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.73% |