International Flavors & Fragrances Inc (IFF)
89.78
+0.94
(+1.05%)
USD |
NYSE |
Nov 21, 16:00
90.52
+0.74
(+0.83%)
After-Hours: 20:00
International Flavors & Fragrances Max Drawdown (5Y): 57.44% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 57.44% |
| September 30, 2024 | 57.44% |
| August 31, 2024 | 57.44% |
| July 31, 2024 | 57.44% |
| June 30, 2024 | 57.44% |
| May 31, 2024 | 57.44% |
| April 30, 2024 | 57.44% |
| March 31, 2024 | 57.44% |
| February 29, 2024 | 57.44% |
| January 31, 2024 | 57.44% |
| December 31, 2023 | 57.44% |
| November 30, 2023 | 57.44% |
| October 31, 2023 | 57.44% |
| September 30, 2023 | 57.44% |
| August 31, 2023 | 57.44% |
| July 31, 2023 | 48.99% |
| June 30, 2023 | 48.99% |
| May 31, 2023 | 48.18% |
| April 30, 2023 | 45.07% |
| March 31, 2023 | 45.07% |
| February 28, 2023 | 44.08% |
| January 31, 2023 | 44.08% |
| December 31, 2022 | 44.08% |
| November 30, 2022 | 44.08% |
| October 31, 2022 | 44.08% |
| Date | Value |
|---|---|
| September 30, 2022 | 40.15% |
| August 31, 2022 | 37.17% |
| July 31, 2022 | 37.17% |
| June 30, 2022 | 37.17% |
| May 31, 2022 | 37.17% |
| April 30, 2022 | 37.17% |
| March 31, 2022 | 37.17% |
| February 28, 2022 | 37.17% |
| January 31, 2022 | 37.17% |
| December 31, 2021 | 37.17% |
| November 30, 2021 | 37.17% |
| October 31, 2021 | 37.17% |
| September 30, 2021 | 37.17% |
| August 31, 2021 | 37.17% |
| July 31, 2021 | 37.17% |
| June 30, 2021 | 37.17% |
| May 31, 2021 | 37.17% |
| April 30, 2021 | 37.17% |
| March 31, 2021 | 37.17% |
| February 28, 2021 | 37.17% |
| January 31, 2021 | 37.17% |
| December 31, 2020 | 37.17% |
| November 30, 2020 | 37.17% |
| October 31, 2020 | 37.17% |
| September 30, 2020 | 37.17% |
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
29.89%
Minimum
Nov 2019
57.44%
Maximum
Aug 2023
43.22%
Average
37.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Friedman Industries Inc | 65.08% |
| Green Plains Inc | 86.50% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -19.48 |
| Beta (5Y) | 1.224 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.87% |
| Historical Sharpe Ratio (5Y) | -0.1192 |
| Historical Sortino (5Y) | -0.1684 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.90% |