Procter & Gamble Co (PG)
167.59
-1.00
(-0.59%)
USD |
NYSE |
Mar 14, 12:26
Procter & Gamble Max Drawdown (5Y): 23.77% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Colgate-Palmolive Co | 22.57% |
| Church & Dwight Co Inc | 31.72% |
| The Estee Lauder Companies Inc | 82.40% |
| Kimberly-Clark Corp | 25.55% |
| Edgewell Personal Care Co | 80.27% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.302 |
| Beta (5Y) | 0.4078 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 16.87% |
| Historical Sharpe Ratio (5Y) | 0.5414 |
| Historical Sortino (5Y) | 0.9435 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.06% |