Element Solutions Inc (ESI)
29.04
+0.48
(+1.68%)
USD |
NYSE |
Nov 22, 16:00
29.91
+0.87
(+3.00%)
After-Hours: 20:00
Element Solutions Max Drawdown (5Y): 77.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 77.50% |
September 30, 2024 | 77.50% |
August 31, 2024 | 77.50% |
July 31, 2024 | 77.50% |
June 30, 2024 | 77.50% |
May 31, 2024 | 77.50% |
April 30, 2024 | 77.50% |
March 31, 2024 | 77.50% |
February 29, 2024 | 77.50% |
January 31, 2024 | 77.50% |
December 31, 2023 | 77.50% |
November 30, 2023 | 77.50% |
October 31, 2023 | 77.50% |
September 30, 2023 | 77.50% |
August 31, 2023 | 77.50% |
July 31, 2023 | 77.50% |
June 30, 2023 | 77.50% |
May 31, 2023 | 77.50% |
April 30, 2023 | 77.50% |
March 31, 2023 | 77.50% |
February 28, 2023 | 77.50% |
January 31, 2023 | 77.50% |
December 31, 2022 | 77.50% |
November 30, 2022 | 77.50% |
October 31, 2022 | 77.50% |
Date | Value |
---|---|
September 30, 2022 | 77.50% |
August 31, 2022 | 77.50% |
July 31, 2022 | 77.50% |
June 30, 2022 | 77.50% |
May 31, 2022 | 77.50% |
April 30, 2022 | 77.50% |
March 31, 2022 | 77.50% |
February 28, 2022 | 77.50% |
January 31, 2022 | 77.50% |
December 31, 2021 | 77.50% |
November 30, 2021 | 77.50% |
October 31, 2021 | 77.50% |
September 30, 2021 | 77.50% |
August 31, 2021 | 77.50% |
July 31, 2021 | 77.50% |
June 30, 2021 | 77.50% |
May 31, 2021 | 77.50% |
April 30, 2021 | 77.50% |
March 31, 2021 | 77.50% |
February 28, 2021 | 77.50% |
January 31, 2021 | 80.66% |
December 31, 2020 | 80.66% |
November 30, 2020 | 80.66% |
October 31, 2020 | 80.66% |
September 30, 2020 | 80.66% |
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
77.50%
Minimum
Feb 2021
80.66%
Maximum
Nov 2019
78.29%
Average
77.50%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
Balchem Corp | 33.89% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 99.08% |
Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 2.430 |
Beta (5Y) | 1.288 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.42% |
Historical Sharpe Ratio (5Y) | 0.5536 |
Historical Sortino (5Y) | 0.8202 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.40% |