Emerson Electric Co (EMR)

124.09 +1.74 (+1.42%) USD  |  NYSE  |  Dec 20, 16:00
124.10 +0.01 (+0.01%) After-Hours: 20:00
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Emerson Electric Max Drawdown (5Y): 50.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Advanced Energy Industries Inc 62.28%
Plug Power Inc 97.80%
Ultralife Corp 67.97%
Ideal Power Inc 98.64%
Enovix Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -5.235
Beta (5Y) 1.341
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 29.91%
Historical Sharpe Ratio (5Y) 0.4236
Historical Sortino (5Y) 0.5558
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.88%