Procter & Gamble Co (PG)
165.08
-0.02
(-0.01%)
USD |
NYSE |
Nov 04, 16:00
165.16
+0.08
(+0.05%)
Pre-Market: 08:32
Procter & Gamble Max Drawdown (5Y): 23.77% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 23.77% |
| September 30, 2024 | 23.77% |
| August 31, 2024 | 23.77% |
| July 31, 2024 | 23.77% |
| June 30, 2024 | 23.77% |
| May 31, 2024 | 23.77% |
| April 30, 2024 | 23.77% |
| March 31, 2024 | 23.77% |
| February 29, 2024 | 23.77% |
| January 31, 2024 | 23.77% |
| December 31, 2023 | 23.77% |
| November 30, 2023 | 23.77% |
| October 31, 2023 | 23.77% |
| September 30, 2023 | 23.77% |
| August 31, 2023 | 23.77% |
| July 31, 2023 | 23.77% |
| June 30, 2023 | 23.77% |
| May 31, 2023 | 23.77% |
| April 30, 2023 | 23.77% |
| March 31, 2023 | 23.77% |
| February 28, 2023 | 23.77% |
| January 31, 2023 | 23.77% |
| December 31, 2022 | 23.77% |
| November 30, 2022 | 23.77% |
| October 31, 2022 | 23.77% |
| Date | Value |
|---|---|
| September 30, 2022 | 23.16% |
| August 31, 2022 | 23.16% |
| July 31, 2022 | 23.16% |
| June 30, 2022 | 23.16% |
| May 31, 2022 | 23.16% |
| April 30, 2022 | 23.16% |
| March 31, 2022 | 23.16% |
| February 28, 2022 | 23.16% |
| January 31, 2022 | 23.16% |
| December 31, 2021 | 23.16% |
| November 30, 2021 | 23.16% |
| October 31, 2021 | 23.16% |
| September 30, 2021 | 23.16% |
| August 31, 2021 | 23.16% |
| July 31, 2021 | 23.16% |
| June 30, 2021 | 23.16% |
| May 31, 2021 | 23.16% |
| April 30, 2021 | 23.16% |
| March 31, 2021 | 23.16% |
| February 28, 2021 | 23.16% |
| January 31, 2021 | 23.16% |
| December 31, 2020 | 23.16% |
| November 30, 2020 | 23.16% |
| October 31, 2020 | 23.16% |
| September 30, 2020 | 23.16% |
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
23.16%
Minimum
Jul 2020
25.45%
Maximum
Nov 2019
23.72%
Average
23.77%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
| Church & Dwight Co Inc | 31.72% |
| Colgate-Palmolive Co | 22.57% |
| Clorox Co | 46.73% |
| Coca-Cola Co | 37.01% |
| Walmart Inc | 25.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.6804 |
| Beta (5Y) | 0.42 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.83% |
| Historical Sharpe Ratio (5Y) | 0.3422 |
| Historical Sortino (5Y) | 0.5441 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.31% |