International Business Machines Corp (IBM)
206.32
-1.93
(-0.93%)
USD |
NYSE |
Nov 04, 16:00
206.34
+0.02
(+0.01%)
After-Hours: 20:00
International Business Machines Max Drawdown (5Y): 40.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| October 31, 2022 | 40.20% |
| Date | Value |
|---|---|
| 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 | 40.20% |
| December 31, 2020 | 40.20% |
| November 30, 2020 | 40.54% |
| October 31, 2020 | 40.54% |
| September 30, 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
Dec 2020
40.54%
Maximum
Nov 2019
40.27%
Average
40.20%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| HashiCorp Inc | -- |
| Palantir Technologies Inc | -- |
| Confluent Inc | -- |
| Ibotta Inc | -- |
| Digimarc Corp | 84.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.939 |
| Beta (5Y) | 0.7177 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.19% |
| Historical Sharpe Ratio (5Y) | 0.5041 |
| Historical Sortino (5Y) | 0.7082 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.52% |