International Paper Co (IP)
56.41
+0.64
(+1.15%)
USD |
NYSE |
Nov 04, 13:09
International Paper Max Drawdown (5Y): 55.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 55.04% |
| September 30, 2024 | 55.04% |
| August 31, 2024 | 55.04% |
| July 31, 2024 | 55.04% |
| June 30, 2024 | 55.04% |
| May 31, 2024 | 55.04% |
| April 30, 2024 | 55.04% |
| March 31, 2024 | 55.04% |
| February 29, 2024 | 55.04% |
| January 31, 2024 | 55.04% |
| December 31, 2023 | 55.04% |
| November 30, 2023 | 55.04% |
| October 31, 2023 | 55.04% |
| September 30, 2023 | 55.04% |
| August 31, 2023 | 55.04% |
| July 31, 2023 | 55.04% |
| June 30, 2023 | 55.04% |
| May 31, 2023 | 55.04% |
| April 30, 2023 | 55.04% |
| March 31, 2023 | 55.04% |
| February 28, 2023 | 55.04% |
| January 31, 2023 | 55.04% |
| December 31, 2022 | 55.04% |
| November 30, 2022 | 55.04% |
| October 31, 2022 | 55.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 55.04% |
| August 31, 2022 | 55.04% |
| July 31, 2022 | 55.04% |
| June 30, 2022 | 55.04% |
| May 31, 2022 | 55.04% |
| April 30, 2022 | 55.04% |
| March 31, 2022 | 55.04% |
| February 28, 2022 | 55.04% |
| January 31, 2022 | 55.04% |
| December 31, 2021 | 55.04% |
| November 30, 2021 | 55.04% |
| October 31, 2021 | 55.04% |
| September 30, 2021 | 55.04% |
| August 31, 2021 | 55.04% |
| July 31, 2021 | 55.04% |
| June 30, 2021 | 55.04% |
| May 31, 2021 | 55.04% |
| April 30, 2021 | 55.04% |
| March 31, 2021 | 55.04% |
| February 28, 2021 | 55.04% |
| January 31, 2021 | 55.04% |
| December 31, 2020 | 55.04% |
| November 30, 2020 | 55.04% |
| October 31, 2020 | 55.04% |
| September 30, 2020 | 55.04% |
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
41.80%
Minimum
Nov 2019
55.04%
Maximum
Mar 2020
54.16%
Average
55.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Packaging Corp of America | 37.05% |
| Ball Corp | 55.08% |
| Crown Holdings Inc | 48.29% |
| DSS Inc | 99.80% |
| Tesla Inc | 73.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.390 |
| Beta (5Y) | 1.021 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.31% |
| Historical Sharpe Ratio (5Y) | 0.2899 |
| Historical Sortino (5Y) | 0.4212 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.32% |