International Flavors & Fragrances Inc (IFF)
85.14
-0.29
(-0.34%)
USD |
NYSE |
Apr 24, 16:00
85.14
0.00 (0.00%)
Pre-Market: 20:00
International Flavors & Fragrances Max Drawdown (5Y): 57.44% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 37.17% |
July 31, 2020 | 37.17% |
June 30, 2020 | 37.17% |
May 31, 2020 | 37.17% |
April 30, 2020 | 37.17% |
March 31, 2020 | 37.17% |
February 29, 2020 | 29.89% |
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
21.74%
Minimum
Apr 2019
57.44%
Maximum
Aug 2023
39.46%
Average
37.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Celanese Corp | 53.33% |
Friedman Industries Inc | 65.08% |
Solitario Resources Corp | 83.21% |
Golden Minerals Co | 98.94% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.17 |
Beta (5Y) | 1.231 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.02% |
Historical Sharpe Ratio (5Y) | -0.2153 |
Historical Sortino (5Y) | -0.3061 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.10% |