Terex Corp (TEX)
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Nov 21, 16:00
52.92
0.00 (0.00%)
After-Hours: 20:00
Terex Max Drawdown (5Y): 74.14% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 74.14% |
| September 30, 2024 | 74.14% |
| August 31, 2024 | 74.14% |
| July 31, 2024 | 74.14% |
| June 30, 2024 | 74.14% |
| May 31, 2024 | 74.14% |
| April 30, 2024 | 74.14% |
| March 31, 2024 | 74.14% |
| February 29, 2024 | 74.14% |
| January 31, 2024 | 74.14% |
| December 31, 2023 | 74.14% |
| November 30, 2023 | 74.14% |
| October 31, 2023 | 74.14% |
| September 30, 2023 | 74.14% |
| August 31, 2023 | 74.14% |
| July 31, 2023 | 74.14% |
| June 30, 2023 | 74.14% |
| May 31, 2023 | 74.14% |
| April 30, 2023 | 74.14% |
| March 31, 2023 | 74.14% |
| February 28, 2023 | 74.14% |
| January 31, 2023 | 74.14% |
| December 31, 2022 | 74.14% |
| November 30, 2022 | 74.14% |
| October 31, 2022 | 74.14% |
| Date | Value |
|---|---|
| September 30, 2022 | 74.14% |
| August 31, 2022 | 74.14% |
| July 31, 2022 | 74.14% |
| June 30, 2022 | 74.14% |
| May 31, 2022 | 74.14% |
| April 30, 2022 | 74.14% |
| March 31, 2022 | 74.14% |
| February 28, 2022 | 74.14% |
| January 31, 2022 | 74.14% |
| December 31, 2021 | 74.14% |
| November 30, 2021 | 74.14% |
| October 31, 2021 | 74.14% |
| September 30, 2021 | 74.14% |
| August 31, 2021 | 74.14% |
| July 31, 2021 | 74.14% |
| June 30, 2021 | 74.14% |
| May 31, 2021 | 74.14% |
| April 30, 2021 | 74.14% |
| March 31, 2021 | 74.14% |
| February 28, 2021 | 74.14% |
| January 31, 2021 | 74.14% |
| December 31, 2020 | 74.14% |
| November 30, 2020 | 74.14% |
| October 31, 2020 | 74.14% |
| September 30, 2020 | 74.14% |
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
67.16%
Minimum
Nov 2019
74.14%
Maximum
Mar 2020
73.68%
Average
74.14%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Caterpillar Inc | 43.36% |
| Dover Corp | 45.23% |
| Manitowoc Co Inc | 83.07% |
| Hyster Yale Inc | 77.60% |
| AmeraMex International Inc | 90.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.466 |
| Beta (5Y) | 1.531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.89% |
| Historical Sharpe Ratio (5Y) | 0.2514 |
| Historical Sortino (5Y) | 0.4357 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.87% |