Coty Inc (COTY)
10.46
-0.20
(-1.88%)
USD |
NYSE |
May 20, 16:00
10.50
+0.04
(+0.38%)
Pre-Market: 20:00
Coty Max Drawdown (5Y): 90.20% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.20% |
March 31, 2024 | 90.20% |
February 29, 2024 | 90.20% |
January 31, 2024 | 90.20% |
December 31, 2023 | 90.20% |
November 30, 2023 | 90.20% |
October 31, 2023 | 90.20% |
September 30, 2023 | 90.20% |
August 31, 2023 | 90.20% |
July 31, 2023 | 90.20% |
June 30, 2023 | 90.20% |
May 31, 2023 | 90.20% |
April 30, 2023 | 90.20% |
March 31, 2023 | 90.20% |
February 28, 2023 | 90.20% |
January 31, 2023 | 90.20% |
December 31, 2022 | 90.20% |
November 30, 2022 | 90.20% |
October 31, 2022 | 90.20% |
September 30, 2022 | 90.20% |
August 31, 2022 | 90.20% |
July 31, 2022 | 90.20% |
June 30, 2022 | 90.20% |
May 31, 2022 | 90.20% |
April 30, 2022 | 90.20% |
Date | Value |
---|---|
March 31, 2022 | 90.20% |
February 28, 2022 | 90.20% |
January 31, 2022 | 90.20% |
December 31, 2021 | 90.20% |
November 30, 2021 | 90.20% |
October 31, 2021 | 90.20% |
September 30, 2021 | 90.20% |
August 31, 2021 | 90.20% |
July 31, 2021 | 90.20% |
June 30, 2021 | 90.20% |
May 31, 2021 | 90.20% |
April 30, 2021 | 90.20% |
March 31, 2021 | 90.20% |
February 28, 2021 | 90.20% |
January 31, 2021 | 90.20% |
December 31, 2020 | 90.20% |
November 30, 2020 | 90.20% |
October 31, 2020 | 90.20% |
September 30, 2020 | 90.20% |
August 31, 2020 | 87.98% |
July 31, 2020 | 87.98% |
June 30, 2020 | 87.98% |
May 31, 2020 | 87.98% |
April 30, 2020 | 86.72% |
March 31, 2020 | 86.72% |
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
79.46%
Minimum
May 2019
90.20%
Maximum
Sep 2020
88.14%
Average
90.20%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
e.l.f. Beauty Inc | 74.39% |
The Estee Lauder Companies Inc | 71.33% |
Bemax Inc | 100.00% |
Goldenwell Biotech Inc | -- |
Inter Parfums Inc | 54.94% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.50 |
Beta (5Y) | 1.835 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.75% |
Historical Sharpe Ratio (5Y) | -0.0007 |
Historical Sortino (5Y) | -0.0014 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.59% |