Ingevity Corp (NGVT)
48.56
+0.15
(+0.31%)
USD |
NYSE |
Nov 22, 16:00
48.52
-0.04
(-0.08%)
After-Hours: 20:00
Ingevity Max Drawdown (5Y): 76.22% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 76.22% |
September 30, 2024 | 76.22% |
August 31, 2024 | 76.22% |
July 31, 2024 | 76.22% |
June 30, 2024 | 76.22% |
May 31, 2024 | 76.22% |
April 30, 2024 | 76.22% |
March 31, 2024 | 76.22% |
February 29, 2024 | 76.22% |
January 31, 2024 | 76.22% |
December 31, 2023 | 76.22% |
November 30, 2023 | 76.22% |
October 31, 2023 | 76.22% |
September 30, 2023 | 76.22% |
August 31, 2023 | 76.22% |
July 31, 2023 | 76.22% |
June 30, 2023 | 76.22% |
May 31, 2023 | 76.22% |
April 30, 2023 | 76.22% |
March 31, 2023 | 76.22% |
February 28, 2023 | 76.22% |
January 31, 2023 | 76.22% |
December 31, 2022 | 76.22% |
November 30, 2022 | 76.22% |
October 31, 2022 | 76.22% |
Date | Value |
---|---|
September 30, 2022 | 76.22% |
August 31, 2022 | 76.22% |
July 31, 2022 | 76.22% |
June 30, 2022 | 76.22% |
May 31, 2022 | 76.22% |
April 30, 2022 | 76.22% |
March 31, 2022 | 76.22% |
February 28, 2022 | 76.22% |
January 31, 2022 | 76.22% |
December 31, 2021 | 76.22% |
November 30, 2021 | 76.22% |
October 31, 2021 | 76.22% |
September 30, 2021 | 76.22% |
August 31, 2021 | 76.22% |
July 31, 2021 | 76.22% |
June 30, 2021 | 76.22% |
May 31, 2021 | 76.22% |
April 30, 2021 | 76.22% |
March 31, 2021 | 76.22% |
February 28, 2021 | 76.22% |
January 31, 2021 | 76.22% |
December 31, 2020 | 76.22% |
November 30, 2020 | 76.22% |
October 31, 2020 | 76.22% |
September 30, 2020 | 76.22% |
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
37.51%
Minimum
Nov 2019
76.22%
Maximum
Mar 2020
74.15%
Average
76.22%
Median
Mar 2020
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) | -36.11 |
Beta (5Y) | 1.601 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.32% |
Historical Sharpe Ratio (5Y) | -0.3333 |
Historical Sortino (5Y) | -0.5005 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.08% |