Terex Corp (TEX)
51.69
+0.47
(+0.92%)
USD |
NYSE |
Nov 05, 14:34
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
Dover Corp | 45.23% |
Manitowoc Co Inc | 83.07% |
Caterpillar Inc | 43.36% |
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% |