The Estee Lauder Companies Inc (EL)
146.79
-0.66
(-0.45%)
USD |
NYSE |
Apr 29, 16:00
146.80
+0.01
(+0.01%)
Pre-Market: 20:00
Estee Lauder Max Drawdown (5Y): 71.33% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 71.33% |
| February 29, 2024 | 71.33% |
| January 31, 2024 | 71.33% |
| December 31, 2023 | 71.33% |
| November 30, 2023 | 71.33% |
| October 31, 2023 | 65.84% |
| September 30, 2023 | 61.70% |
| August 31, 2023 | 59.13% |
| July 31, 2023 | 52.61% |
| June 30, 2023 | 51.77% |
| May 31, 2023 | 49.72% |
| April 30, 2023 | 48.57% |
| March 31, 2023 | 48.57% |
| February 28, 2023 | 48.57% |
| January 31, 2023 | 48.57% |
| December 31, 2022 | 48.57% |
| November 30, 2022 | 48.57% |
| October 31, 2022 | 46.72% |
| September 30, 2022 | 41.55% |
| August 31, 2022 | 38.26% |
| July 31, 2022 | 38.26% |
| June 30, 2022 | 38.26% |
| May 31, 2022 | 38.26% |
| April 30, 2022 | 34.16% |
| March 31, 2022 | 34.16% |
| Date | Value |
|---|---|
| February 28, 2022 | 34.16% |
| January 31, 2022 | 34.16% |
| December 31, 2021 | 34.16% |
| November 30, 2021 | 34.16% |
| October 31, 2021 | 34.16% |
| September 30, 2021 | 34.16% |
| August 31, 2021 | 34.16% |
| July 31, 2021 | 34.16% |
| June 30, 2021 | 34.16% |
| May 31, 2021 | 34.16% |
| April 30, 2021 | 34.16% |
| March 31, 2021 | 34.16% |
| February 28, 2021 | 34.16% |
| January 31, 2021 | 34.16% |
| December 31, 2020 | 34.16% |
| November 30, 2020 | 34.16% |
| October 31, 2020 | 34.16% |
| September 30, 2020 | 34.16% |
| August 31, 2020 | 34.16% |
| July 31, 2020 | 34.16% |
| June 30, 2020 | 34.16% |
| May 31, 2020 | 34.16% |
| April 30, 2020 | 34.16% |
| March 31, 2020 | 34.16% |
| February 29, 2020 | 22.06% |
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
22.06%
Minimum
Apr 2019
71.33%
Maximum
Nov 2023
39.35%
Average
34.16%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Procter & Gamble Co | 23.77% |
| Inter Parfums Inc | 54.94% |
| e.l.f. Beauty Inc | 74.39% |
| Coty Inc | 90.20% |
| Edgewell Personal Care Co | 80.21% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.44 |
| Beta (5Y) | 1.075 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.06% |
| Historical Sharpe Ratio (5Y) | -0.0752 |
| Historical Sortino (5Y) | -0.1156 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.73% |