Emerson Electric Co (EMR)
109.81
+1.35
(+1.24%)
USD |
NYSE |
Nov 04, 16:00
110.55
+0.74
(+0.67%)
Pre-Market: 05:57
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% |
| Plug Power Inc | 97.80% |
| Vertiv Holdings Co | 71.24% |
| Atkore Inc | 72.33% |
| Advanced Energy Industries Inc | 62.28% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.420 |
| 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% |