Clorox Co (CLX)
138.88
-0.75
(-0.54%)
USD |
NYSE |
May 02, 10:02
Clorox Max Drawdown (5Y): 46.73% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 46.73% |
March 31, 2024 | 46.73% |
February 29, 2024 | 46.73% |
January 31, 2024 | 46.73% |
December 31, 2023 | 46.73% |
November 30, 2023 | 46.73% |
October 31, 2023 | 46.18% |
September 30, 2023 | 46.12% |
August 31, 2023 | 46.12% |
July 31, 2023 | 46.12% |
June 30, 2023 | 46.12% |
May 31, 2023 | 46.12% |
April 30, 2023 | 46.12% |
March 31, 2023 | 46.12% |
February 28, 2023 | 46.12% |
January 31, 2023 | 46.12% |
December 31, 2022 | 46.12% |
November 30, 2022 | 46.12% |
October 31, 2022 | 46.12% |
September 30, 2022 | 46.12% |
August 31, 2022 | 46.12% |
July 31, 2022 | 46.12% |
June 30, 2022 | 46.12% |
May 31, 2022 | 44.34% |
April 30, 2022 | 44.34% |
Date | Value |
---|---|
March 31, 2022 | 44.34% |
February 28, 2022 | 38.38% |
January 31, 2022 | 31.61% |
December 31, 2021 | 31.61% |
November 30, 2021 | 31.61% |
October 31, 2021 | 31.61% |
September 30, 2021 | 30.23% |
August 31, 2021 | 30.06% |
July 31, 2021 | 26.28% |
June 30, 2021 | 26.28% |
May 31, 2021 | 24.56% |
April 30, 2021 | 24.27% |
March 31, 2021 | 24.27% |
February 28, 2021 | 23.05% |
January 31, 2021 | 22.86% |
December 31, 2020 | 22.86% |
November 30, 2020 | 22.86% |
October 31, 2020 | 22.86% |
September 30, 2020 | 22.86% |
August 31, 2020 | 22.86% |
July 31, 2020 | 22.86% |
June 30, 2020 | 22.86% |
May 31, 2020 | 22.86% |
April 30, 2020 | 22.86% |
March 31, 2020 | 22.86% |
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
22.86%
Minimum
May 2019
46.73%
Maximum
Nov 2023
34.19%
Average
31.61%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
Church & Dwight Co Inc | 31.72% |
Kimberly-Clark Corp | 25.55% |
Colgate-Palmolive Co | 22.57% |
Procter & Gamble Co | 23.77% |
Kenvue Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -5.650 |
Beta (5Y) | 0.4374 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.80% |
Historical Sharpe Ratio (5Y) | -0.0326 |
Historical Sortino (5Y) | -0.0471 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.07% |