Emerson Electric Co (EMR)
128.27
-0.83
(-0.64%)
USD |
NYSE |
Nov 21, 16:00
128.01
-0.26
(-0.20%)
Pre-Market: 20:00
Emerson Electric Max Drawdown (5Y): 50.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 50.76% |
September 30, 2024 | 50.76% |
August 31, 2024 | 50.76% |
July 31, 2024 | 50.76% |
June 30, 2024 | 50.76% |
May 31, 2024 | 50.76% |
April 30, 2024 | 50.76% |
March 31, 2024 | 50.76% |
February 29, 2024 | 50.76% |
January 31, 2024 | 50.76% |
December 31, 2023 | 50.76% |
November 30, 2023 | 50.76% |
October 31, 2023 | 50.76% |
September 30, 2023 | 50.76% |
August 31, 2023 | 50.76% |
July 31, 2023 | 50.76% |
June 30, 2023 | 50.76% |
May 31, 2023 | 50.76% |
April 30, 2023 | 50.76% |
March 31, 2023 | 50.76% |
February 28, 2023 | 50.76% |
January 31, 2023 | 50.76% |
December 31, 2022 | 50.76% |
November 30, 2022 | 50.76% |
October 31, 2022 | 50.76% |
Date | Value |
---|---|
September 30, 2022 | 50.76% |
August 31, 2022 | 50.76% |
July 31, 2022 | 50.76% |
June 30, 2022 | 50.76% |
May 31, 2022 | 50.76% |
April 30, 2022 | 50.76% |
March 31, 2022 | 50.76% |
February 28, 2022 | 50.76% |
January 31, 2022 | 50.76% |
December 31, 2021 | 50.76% |
November 30, 2021 | 50.76% |
October 31, 2021 | 50.76% |
September 30, 2021 | 50.76% |
August 31, 2021 | 50.76% |
July 31, 2021 | 50.76% |
June 30, 2021 | 50.76% |
May 31, 2021 | 50.76% |
April 30, 2021 | 50.76% |
March 31, 2021 | 50.76% |
February 28, 2021 | 50.76% |
January 31, 2021 | 50.76% |
December 31, 2020 | 50.76% |
November 30, 2020 | 50.76% |
October 31, 2020 | 50.76% |
September 30, 2020 | 50.76% |
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
35.94%
Minimum
Nov 2019
50.76%
Maximum
Mar 2020
49.78%
Average
50.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Rockwell Automation Inc | 45.09% |
Vertiv Holdings Co | -- |
Advanced Energy Industries Inc | 62.28% |
Plug Power Inc | 97.80% |
Ultralife Corp | 67.97% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -7.419 |
Beta (5Y) | 1.299 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.09% |
Historical Sharpe Ratio (5Y) | 0.3214 |
Historical Sortino (5Y) | 0.4116 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.88% |