McCormick & Co Inc (MKC)
78.08
-0.10
(-0.13%)
USD |
NYSE |
Nov 05, 09:50
McCormick Max Drawdown (5Y): 41.19% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 41.19% |
| September 30, 2024 | 41.19% |
| August 31, 2024 | 41.19% |
| July 31, 2024 | 41.19% |
| June 30, 2024 | 41.19% |
| May 31, 2024 | 41.19% |
| April 30, 2024 | 41.19% |
| March 31, 2024 | 41.19% |
| February 29, 2024 | 41.19% |
| January 31, 2024 | 41.19% |
| December 31, 2023 | 41.19% |
| November 30, 2023 | 41.19% |
| October 31, 2023 | 41.19% |
| September 30, 2023 | 34.11% |
| August 31, 2023 | 34.11% |
| July 31, 2023 | 34.11% |
| June 30, 2023 | 34.11% |
| May 31, 2023 | 34.11% |
| April 30, 2023 | 34.11% |
| March 31, 2023 | 34.11% |
| February 28, 2023 | 34.11% |
| January 31, 2023 | 34.11% |
| December 31, 2022 | 34.11% |
| November 30, 2022 | 34.11% |
| October 31, 2022 | 34.11% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.11% |
| August 31, 2022 | 34.11% |
| July 31, 2022 | 34.11% |
| June 30, 2022 | 34.11% |
| May 31, 2022 | 34.11% |
| April 30, 2022 | 34.11% |
| March 31, 2022 | 34.11% |
| February 28, 2022 | 34.11% |
| January 31, 2022 | 34.11% |
| December 31, 2021 | 34.11% |
| November 30, 2021 | 34.11% |
| October 31, 2021 | 34.11% |
| September 30, 2021 | 34.11% |
| August 31, 2021 | 34.11% |
| July 31, 2021 | 34.11% |
| June 30, 2021 | 34.11% |
| May 31, 2021 | 34.11% |
| April 30, 2021 | 34.11% |
| March 31, 2021 | 34.11% |
| February 28, 2021 | 34.11% |
| January 31, 2021 | 34.11% |
| December 31, 2020 | 34.11% |
| November 30, 2020 | 34.11% |
| October 31, 2020 | 34.11% |
| September 30, 2020 | 34.11% |
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
21.91%
Minimum
Nov 2019
41.19%
Maximum
Oct 2023
34.83%
Average
34.11%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Flowers Foods Inc | 30.57% |
| Lamb Weston Holdings Inc | 53.33% |
| The Kraft Heinz Co | 75.99% |
| Mondelez International Inc | 29.74% |
| Conagra Brands Inc | 37.05% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.03 |
| Beta (5Y) | 0.7694 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.60% |
| Historical Sharpe Ratio (5Y) | -0.0411 |
| Historical Sortino (5Y) | -0.0629 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.29% |