Element Solutions Inc (ESI)
23.84
+0.16
(+0.65%)
USD |
NYSE |
Apr 26, 16:00
23.84
0.00 (0.00%)
After-Hours: 20:00
Element Solutions Max Drawdown (5Y): 77.50% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 80.66% |
July 31, 2020 | 80.66% |
June 30, 2020 | 80.66% |
May 31, 2020 | 80.66% |
April 30, 2020 | 80.66% |
March 31, 2020 | 80.66% |
February 29, 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
Apr 2019
78.55%
Average
77.50%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Mativ Holdings Inc | 73.83% |
Select Water Solutions Inc | 89.49% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.856 |
Beta (5Y) | 1.318 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.51% |
Historical Sharpe Ratio (5Y) | 0.5366 |
Historical Sortino (5Y) | 0.832 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.37% |