International Business Machines Corp (IBM)
227.71
+0.32
(+0.14%)
USD |
NYSE |
Dec 03, 12:49
International Business Machines Max Drawdown (5Y): 40.20% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 40.20% |
| October 31, 2024 | 40.20% |
| September 30, 2024 | 40.20% |
| August 31, 2024 | 40.20% |
| July 31, 2024 | 40.20% |
| June 30, 2024 | 40.20% |
| May 31, 2024 | 40.20% |
| April 30, 2024 | 40.20% |
| March 31, 2024 | 40.20% |
| February 29, 2024 | 40.20% |
| January 31, 2024 | 40.20% |
| December 31, 2023 | 40.20% |
| November 30, 2023 | 40.20% |
| October 31, 2023 | 40.20% |
| September 30, 2023 | 40.20% |
| August 31, 2023 | 40.20% |
| July 31, 2023 | 40.20% |
| June 30, 2023 | 40.20% |
| May 31, 2023 | 40.20% |
| April 30, 2023 | 40.20% |
| March 31, 2023 | 40.20% |
| February 28, 2023 | 40.20% |
| January 31, 2023 | 40.20% |
| December 31, 2022 | 40.20% |
| November 30, 2022 | 40.20% |
| Date | Value |
|---|---|
| October 31, 2022 | 40.20% |
| September 30, 2022 | 40.20% |
| August 31, 2022 | 40.20% |
| July 31, 2022 | 40.20% |
| June 30, 2022 | 40.20% |
| May 31, 2022 | 40.20% |
| April 30, 2022 | 40.20% |
| March 31, 2022 | 40.20% |
| February 28, 2022 | 40.20% |
| January 31, 2022 | 40.20% |
| December 31, 2021 | 40.20% |
| November 30, 2021 | 40.20% |
| October 31, 2021 | 40.20% |
| September 30, 2021 | 40.20% |
| August 31, 2021 | 40.20% |
| July 31, 2021 | 40.20% |
| June 30, 2021 | 40.20% |
| May 31, 2021 | 40.20% |
| April 30, 2021 | 40.20% |
| March 31, 2021 | 40.20% |
| February 28, 2021 | 40.20% |
| January 31, 2021 | 40.54% |
| December 31, 2020 | 40.54% |
| November 30, 2020 | 40.54% |
| October 31, 2020 | 40.54% |
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
40.20%
Minimum
Feb 2021
40.54%
Maximum
Dec 2019
40.28%
Average
40.20%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Palantir Technologies Inc | -- |
| HashiCorp Inc | -- |
| Ibotta Inc | -- |
| Asure Software Inc | 73.56% |
| Digimarc Corp | 84.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.314 |
| Beta (5Y) | 0.7367 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.46% |
| Historical Sharpe Ratio (5Y) | 0.5727 |
| Historical Sortino (5Y) | 0.8223 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.62% |