NewMarket Corp (NEU)
533.72
-8.48
(-1.56%)
USD |
NYSE |
Dec 03, 12:23
NewMarket Max Drawdown (5Y): 40.65% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 40.65% |
| October 31, 2024 | 40.65% |
| September 30, 2024 | 40.65% |
| August 31, 2024 | 40.65% |
| July 31, 2024 | 40.65% |
| June 30, 2024 | 40.65% |
| May 31, 2024 | 40.65% |
| April 30, 2024 | 40.65% |
| March 31, 2024 | 40.65% |
| February 29, 2024 | 40.65% |
| January 31, 2024 | 40.65% |
| December 31, 2023 | 40.65% |
| November 30, 2023 | 40.65% |
| October 31, 2023 | 40.65% |
| September 30, 2023 | 40.65% |
| August 31, 2023 | 40.65% |
| July 31, 2023 | 40.65% |
| June 30, 2023 | 40.65% |
| May 31, 2023 | 40.65% |
| April 30, 2023 | 40.65% |
| March 31, 2023 | 40.65% |
| February 28, 2023 | 40.65% |
| January 31, 2023 | 40.65% |
| December 31, 2022 | 40.65% |
| November 30, 2022 | 40.65% |
| Date | Value |
|---|---|
| October 31, 2022 | 40.65% |
| September 30, 2022 | 40.65% |
| August 31, 2022 | 39.43% |
| July 31, 2022 | 38.99% |
| June 30, 2022 | 38.99% |
| May 31, 2022 | 38.34% |
| April 30, 2022 | 38.34% |
| March 31, 2022 | 38.34% |
| February 28, 2022 | 38.34% |
| January 31, 2022 | 38.34% |
| December 31, 2021 | 38.34% |
| November 30, 2021 | 38.34% |
| October 31, 2021 | 38.34% |
| September 30, 2021 | 38.34% |
| August 31, 2021 | 38.34% |
| July 31, 2021 | 38.34% |
| June 30, 2021 | 36.98% |
| May 31, 2021 | 34.16% |
| April 30, 2021 | 34.16% |
| March 31, 2021 | 34.16% |
| February 28, 2021 | 34.16% |
| January 31, 2021 | 34.16% |
| December 31, 2020 | 34.16% |
| November 30, 2020 | 34.16% |
| October 31, 2020 | 34.16% |
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
31.42%
Minimum
Dec 2019
40.65%
Maximum
Sep 2022
38.00%
Average
38.67%
Median
Max Drawdown (5Y) Benchmarks
| Balchem Corp | 33.89% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 99.08% |
| Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.252 |
| Beta (5Y) | 0.4966 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 22.07% |
| Historical Sharpe Ratio (5Y) | 0.0625 |
| Historical Sortino (5Y) | 0.1067 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.95% |