IDEX Corp (IEX)
220.42
-0.21
(-0.10%)
USD |
NYSE |
May 03, 16:00
220.33
-0.09
(-0.04%)
After-Hours: 20:00
IDEX Max Drawdown (5Y): 35.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 35.52% |
March 31, 2024 | 35.52% |
February 29, 2024 | 35.52% |
January 31, 2024 | 35.52% |
December 31, 2023 | 35.52% |
November 30, 2023 | 35.52% |
October 31, 2023 | 35.52% |
September 30, 2023 | 35.52% |
August 31, 2023 | 35.52% |
July 31, 2023 | 35.52% |
June 30, 2023 | 35.52% |
May 31, 2023 | 35.52% |
April 30, 2023 | 35.52% |
March 31, 2023 | 35.52% |
February 28, 2023 | 35.52% |
January 31, 2023 | 35.52% |
December 31, 2022 | 35.52% |
November 30, 2022 | 35.52% |
October 31, 2022 | 35.52% |
September 30, 2022 | 35.52% |
August 31, 2022 | 35.52% |
July 31, 2022 | 35.52% |
June 30, 2022 | 35.52% |
May 31, 2022 | 35.52% |
April 30, 2022 | 35.52% |
Date | Value |
---|---|
March 31, 2022 | 35.52% |
February 28, 2022 | 35.52% |
January 31, 2022 | 35.52% |
December 31, 2021 | 35.52% |
November 30, 2021 | 35.52% |
October 31, 2021 | 35.52% |
September 30, 2021 | 35.52% |
August 31, 2021 | 35.52% |
July 31, 2021 | 35.52% |
June 30, 2021 | 35.52% |
May 31, 2021 | 35.52% |
April 30, 2021 | 35.52% |
March 31, 2021 | 35.52% |
February 28, 2021 | 35.52% |
January 31, 2021 | 35.52% |
December 31, 2020 | 35.52% |
November 30, 2020 | 35.52% |
October 31, 2020 | 35.52% |
September 30, 2020 | 35.52% |
August 31, 2020 | 35.52% |
July 31, 2020 | 35.52% |
June 30, 2020 | 35.52% |
May 31, 2020 | 35.52% |
April 30, 2020 | 35.52% |
March 31, 2020 | 35.52% |
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
24.08%
Minimum
May 2019
35.52%
Maximum
Mar 2020
33.62%
Average
35.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Crane Co | 60.03% |
Flowserve Corp | 64.82% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.746 |
Beta (5Y) | 0.9882 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.72% |
Historical Sharpe Ratio (5Y) | 0.2642 |
Historical Sortino (5Y) | 0.3699 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.35% |