The Eastern Co (EML)
30.80
+0.31
(+1.02%)
USD |
NASDAQ |
Nov 05, 11:42
Eastern Max Drawdown (5Y): 51.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 51.23% |
| September 30, 2024 | 51.23% |
| August 31, 2024 | 51.23% |
| July 31, 2024 | 51.23% |
| June 30, 2024 | 51.23% |
| May 31, 2024 | 51.23% |
| April 30, 2024 | 51.23% |
| March 31, 2024 | 51.23% |
| February 29, 2024 | 51.23% |
| January 31, 2024 | 51.23% |
| December 31, 2023 | 51.23% |
| November 30, 2023 | 51.23% |
| October 31, 2023 | 51.23% |
| September 30, 2023 | 51.23% |
| August 31, 2023 | 51.23% |
| July 31, 2023 | 51.23% |
| June 30, 2023 | 51.23% |
| May 31, 2023 | 51.23% |
| April 30, 2023 | 51.23% |
| March 31, 2023 | 51.23% |
| February 28, 2023 | 48.80% |
| January 31, 2023 | 48.80% |
| December 31, 2022 | 48.80% |
| November 30, 2022 | 48.80% |
| October 31, 2022 | 48.80% |
| Date | Value |
|---|---|
| September 30, 2022 | 48.80% |
| August 31, 2022 | 48.80% |
| July 31, 2022 | 48.80% |
| June 30, 2022 | 48.80% |
| May 31, 2022 | 48.80% |
| April 30, 2022 | 48.80% |
| March 31, 2022 | 48.80% |
| February 28, 2022 | 48.80% |
| January 31, 2022 | 48.80% |
| December 31, 2021 | 48.80% |
| November 30, 2021 | 48.80% |
| October 31, 2021 | 48.80% |
| September 30, 2021 | 48.80% |
| August 31, 2021 | 48.80% |
| July 31, 2021 | 48.80% |
| June 30, 2021 | 48.80% |
| May 31, 2021 | 48.80% |
| April 30, 2021 | 48.80% |
| March 31, 2021 | 48.80% |
| February 28, 2021 | 48.80% |
| January 31, 2021 | 48.80% |
| December 31, 2020 | 48.80% |
| November 30, 2020 | 48.80% |
| October 31, 2020 | 48.80% |
| September 30, 2020 | 48.80% |
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
36.52%
Minimum
Nov 2019
51.23%
Maximum
Mar 2023
48.60%
Average
48.80%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Arq Inc | 91.19% |
| Builders FirstSource Inc | 62.21% |
| Carlisle Companies Inc | 38.68% |
| Ennis Inc | 35.32% |
| Gibraltar Industries Inc | 63.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.04 |
| Beta (5Y) | 1.017 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.02% |
| Historical Sharpe Ratio (5Y) | 0.0563 |
| Historical Sortino (5Y) | 0.1056 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.64% |