3M Co (MMM)
132.35
+0.90
(+0.68%)
USD |
NYSE |
Nov 14, 16:00
131.92
-0.43
(-0.32%)
After-Hours: 20:00
3M Max Drawdown (5Y): 53.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 53.13% |
| September 30, 2024 | 53.13% |
| August 31, 2024 | 53.13% |
| July 31, 2024 | 53.13% |
| June 30, 2024 | 53.13% |
| May 31, 2024 | 53.13% |
| April 30, 2024 | 53.13% |
| March 31, 2024 | 53.13% |
| February 29, 2024 | 53.13% |
| January 31, 2024 | 53.13% |
| December 31, 2023 | 53.13% |
| November 30, 2023 | 53.13% |
| October 31, 2023 | 53.13% |
| September 30, 2023 | 50.53% |
| August 31, 2023 | 50.53% |
| July 31, 2023 | 50.53% |
| June 30, 2023 | 50.53% |
| May 31, 2023 | 50.53% |
| April 30, 2023 | 50.53% |
| March 31, 2023 | 50.53% |
| February 28, 2023 | 50.53% |
| January 31, 2023 | 50.53% |
| December 31, 2022 | 50.53% |
| November 30, 2022 | 50.53% |
| October 31, 2022 | 50.53% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.53% |
| August 31, 2022 | 50.53% |
| July 31, 2022 | 50.53% |
| June 30, 2022 | 50.53% |
| May 31, 2022 | 50.53% |
| April 30, 2022 | 50.53% |
| March 31, 2022 | 50.53% |
| February 28, 2022 | 50.53% |
| January 31, 2022 | 50.53% |
| December 31, 2021 | 50.53% |
| November 30, 2021 | 50.53% |
| October 31, 2021 | 50.53% |
| September 30, 2021 | 50.53% |
| August 31, 2021 | 50.53% |
| July 31, 2021 | 50.53% |
| June 30, 2021 | 50.53% |
| May 31, 2021 | 50.53% |
| April 30, 2021 | 50.53% |
| March 31, 2021 | 50.53% |
| February 28, 2021 | 50.53% |
| January 31, 2021 | 50.53% |
| December 31, 2020 | 50.53% |
| November 30, 2020 | 50.53% |
| October 31, 2020 | 50.53% |
| September 30, 2020 | 50.53% |
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
38.07%
Minimum
Nov 2019
53.13%
Maximum
Oct 2023
50.27%
Average
50.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Honeywell International Inc | 43.00% |
| Air T Inc | 68.02% |
| Seaboard Corp | 43.33% |
| Planet Green Holdings Corp | 96.62% |
| 1847 Holdings LLC | 100.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.03 |
| Beta (5Y) | 1.016 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 29.18% |
| Historical Sharpe Ratio (5Y) | 0.0371 |
| Historical Sortino (5Y) | 0.0623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.14% |