IDEX Corp. (IEX)
222.11
-2.10
(-0.94%)
USD |
NYSE |
Sep 14, 16:00
221.34
-0.77
(-0.35%)
After-Hours: 16:51
IDEX Max Drawdown (5Y) : 34.60% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 34.60% |
| July 31, 2026 | 34.60% |
| June 30, 2026 | 34.60% |
| May 31, 2026 | 34.60% |
| April 30, 2026 | 34.60% |
| March 31, 2026 | 34.60% |
| February 28, 2026 | 34.60% |
| January 31, 2026 | 34.60% |
| December 31, 2025 | 34.60% |
| November 30, 2025 | 34.60% |
| October 31, 2025 | 34.60% |
| September 30, 2025 | 34.60% |
| August 31, 2025 | 34.60% |
| July 31, 2025 | 33.81% |
| June 30, 2025 | 33.81% |
| May 31, 2025 | 33.81% |
| April 30, 2025 | 33.81% |
| March 31, 2025 | 27.33% |
| February 28, 2025 | 35.52% |
| January 31, 2025 | 35.52% |
| December 31, 2024 | 35.52% |
| November 30, 2024 | 35.52% |
| October 31, 2024 | 35.52% |
| September 30, 2024 | 35.52% |
| August 31, 2024 | 35.52% |
| Date | Value |
|---|---|
| July 31, 2024 | 35.52% |
| June 30, 2024 | 35.52% |
| May 31, 2024 | 35.52% |
| 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% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| ITT, Inc. | 37.96% |
| Flowserve Corp. | 52.30% |
| Stanley Black & Decker, Inc. | 71.31% |
| Helios Technologies, Inc. | 76.92% |
| Nordson Corp. | 39.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.91 |
| Beta (5Y) | 0.9817 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.88% |
| Historical Sharpe Ratio (5Y) | -0.0876 |
| Historical Sortino (5Y) | -0.1686 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.00% |