Eastman Chemical Co (EMN)

91.76 +1.73 (+1.92%) USD  |  NYSE  |  Dec 20, 16:00
91.71 -0.05 (-0.05%) After-Hours: 20:00
More

Eastman Chemical Max Drawdown (5Y): 62.79% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for EMN.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Century Aluminum Co 87.51%
Friedman Industries Inc 65.08%
Kaiser Aluminum Corp 57.30%
Solitario Resources Corp 83.21%
Paramount Gold Nevada Corp 82.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.83
Beta (5Y) 1.422
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 34.38%
Historical Sharpe Ratio (5Y) 0.2085
Historical Sortino (5Y) 0.2797
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.20%