IDEX Corp (IEX)
218.97
-0.03
(-0.01%)
USD |
NYSE |
Nov 05, 09:34
IDEX Max Drawdown (5Y): 35.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 35.52% |
| September 30, 2024 | 35.52% |
| August 31, 2024 | 35.52% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
35.52%
Maximum
Mar 2020
34.76%
Average
35.52%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flowserve Corp | 64.82% |
| AMETEK Inc | 42.70% |
| Crane Co | -- |
| Ocean Power Technologies Inc | 99.88% |
| SIFCO Industries Inc | 90.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.808 |
| Beta (5Y) | 0.9564 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.96% |
| Historical Sharpe Ratio (5Y) | 0.2311 |
| Historical Sortino (5Y) | 0.3307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.72% |