Element Solutions Inc (ESI)
27.41
+0.21
(+0.77%)
USD |
NYSE |
Nov 04, 16:00
27.42
0.00 (0.00%)
Pre-Market: 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 | 77.50% |
| December 31, 2020 | 77.50% |
| 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
Dec 2020
80.66%
Maximum
Nov 2019
78.18%
Average
77.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Quaker Houghton | 54.80% |
| Ingevity Corp | 76.22% |
| Ashland Inc | 52.83% |
| Koppers Holdings Inc | 83.71% |
| NewMarket Corp | 40.65% |
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% |