PPG Industries Inc (PPG)
121.21
-2.21
(-1.79%)
USD |
NYSE |
Nov 19, 13:21
PPG Industries Max Drawdown (5Y): 45.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 45.57% |
| September 30, 2024 | 45.57% |
| August 31, 2024 | 45.57% |
| July 31, 2024 | 45.57% |
| June 30, 2024 | 45.57% |
| May 31, 2024 | 45.57% |
| April 30, 2024 | 45.57% |
| March 31, 2024 | 45.57% |
| February 29, 2024 | 45.57% |
| January 31, 2024 | 45.57% |
| December 31, 2023 | 45.57% |
| November 30, 2023 | 45.57% |
| October 31, 2023 | 45.57% |
| September 30, 2023 | 45.57% |
| August 31, 2023 | 45.57% |
| July 31, 2023 | 45.57% |
| June 30, 2023 | 45.57% |
| May 31, 2023 | 45.57% |
| April 30, 2023 | 45.57% |
| March 31, 2023 | 45.57% |
| February 28, 2023 | 45.57% |
| January 31, 2023 | 45.57% |
| December 31, 2022 | 45.57% |
| November 30, 2022 | 45.57% |
| October 31, 2022 | 45.57% |
| Date | Value |
|---|---|
| September 30, 2022 | 45.57% |
| August 31, 2022 | 45.57% |
| July 31, 2022 | 45.57% |
| June 30, 2022 | 45.57% |
| May 31, 2022 | 45.57% |
| April 30, 2022 | 45.57% |
| March 31, 2022 | 45.57% |
| February 28, 2022 | 45.57% |
| January 31, 2022 | 45.57% |
| December 31, 2021 | 45.57% |
| November 30, 2021 | 45.57% |
| October 31, 2021 | 45.57% |
| September 30, 2021 | 45.57% |
| August 31, 2021 | 45.57% |
| July 31, 2021 | 45.57% |
| June 30, 2021 | 45.57% |
| May 31, 2021 | 45.57% |
| April 30, 2021 | 45.57% |
| March 31, 2021 | 45.57% |
| February 28, 2021 | 45.57% |
| January 31, 2021 | 45.57% |
| December 31, 2020 | 45.57% |
| November 30, 2020 | 45.57% |
| October 31, 2020 | 45.57% |
| September 30, 2020 | 45.57% |
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
28.42%
Minimum
Nov 2019
45.57%
Maximum
Mar 2020
44.42%
Average
45.57%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| DuPont de Nemours Inc | 71.79% |
| Steel Dynamics Inc | 68.46% |
| Alcoa Corp | 90.90% |
| Solitario Resources Corp | 83.21% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.92 |
| Beta (5Y) | 1.260 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.59% |
| Historical Sharpe Ratio (5Y) | -0.023 |
| Historical Sortino (5Y) | -0.035 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.51% |