Ingevity Corp (NGVT)
53.74
-0.11
(-0.20%)
USD |
NYSE |
May 07, 16:00
53.74
0.00 (0.00%)
After-Hours: 20:00
Ingevity Max Drawdown (5Y): 76.22% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 76.22% |
July 31, 2020 | 76.22% |
June 30, 2020 | 76.22% |
May 31, 2020 | 76.22% |
April 30, 2020 | 76.22% |
March 31, 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
28.04%
Minimum
May 2019
76.22%
Maximum
Mar 2020
69.80%
Average
76.22%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Quaker Houghton | 54.80% |
The Mosaic Co | 83.66% |
Minerals Technologies Inc | 65.11% |
Olin Corp | 73.79% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -36.97 |
Beta (5Y) | 1.791 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.36% |
Historical Sharpe Ratio (5Y) | -0.367 |
Historical Sortino (5Y) | -0.5317 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.54% |