Eastman Chemical Co (EMN)
100.22
-0.55
(-0.55%)
USD |
NYSE |
Nov 14, 11:56
Eastman Chemical Max Drawdown (5Y): 62.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 62.79% |
September 30, 2024 | 62.79% |
August 31, 2024 | 62.79% |
July 31, 2024 | 62.79% |
June 30, 2024 | 62.79% |
May 31, 2024 | 62.79% |
April 30, 2024 | 62.79% |
March 31, 2024 | 62.79% |
February 29, 2024 | 62.79% |
January 31, 2024 | 62.79% |
December 31, 2023 | 62.79% |
November 30, 2023 | 62.79% |
October 31, 2023 | 62.79% |
September 30, 2023 | 62.79% |
August 31, 2023 | 62.79% |
July 31, 2023 | 62.79% |
June 30, 2023 | 62.79% |
May 31, 2023 | 62.79% |
April 30, 2023 | 62.79% |
March 31, 2023 | 62.79% |
February 28, 2023 | 62.79% |
January 31, 2023 | 62.79% |
December 31, 2022 | 62.79% |
November 30, 2022 | 62.79% |
October 31, 2022 | 62.79% |
Date | Value |
---|---|
September 30, 2022 | 62.79% |
August 31, 2022 | 62.79% |
July 31, 2022 | 62.79% |
June 30, 2022 | 62.79% |
May 31, 2022 | 62.79% |
April 30, 2022 | 62.79% |
March 31, 2022 | 62.79% |
February 28, 2022 | 62.79% |
January 31, 2022 | 62.79% |
December 31, 2021 | 62.79% |
November 30, 2021 | 62.79% |
October 31, 2021 | 62.79% |
September 30, 2021 | 62.79% |
August 31, 2021 | 62.79% |
July 31, 2021 | 62.79% |
June 30, 2021 | 62.79% |
May 31, 2021 | 62.79% |
April 30, 2021 | 62.79% |
March 31, 2021 | 62.79% |
February 28, 2021 | 62.79% |
January 31, 2021 | 62.79% |
December 31, 2020 | 62.79% |
November 30, 2020 | 62.79% |
October 31, 2020 | 62.79% |
September 30, 2020 | 62.79% |
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
42.14%
Minimum
Nov 2019
62.79%
Maximum
Mar 2020
61.41%
Average
62.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Air Products & Chemicals Inc | 31.79% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.67 |
Beta (5Y) | 1.443 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.38% |
Historical Sharpe Ratio (5Y) | 0.2315 |
Historical Sortino (5Y) | 0.3099 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.20% |