Procter & Gamble Co (PG)
167.65
+1.14
(+0.68%)
USD |
NYSE |
May 16, 11:40
Procter & Gamble Max Drawdown (5Y): 23.77% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 23.77% |
March 31, 2024 | 23.77% |
February 29, 2024 | 23.77% |
January 31, 2024 | 23.77% |
December 31, 2023 | 23.77% |
November 30, 2023 | 23.77% |
October 31, 2023 | 23.77% |
September 30, 2023 | 23.77% |
August 31, 2023 | 23.77% |
July 31, 2023 | 23.77% |
June 30, 2023 | 23.77% |
May 31, 2023 | 23.77% |
April 30, 2023 | 23.77% |
March 31, 2023 | 23.77% |
February 28, 2023 | 23.77% |
January 31, 2023 | 23.77% |
December 31, 2022 | 23.77% |
November 30, 2022 | 23.77% |
October 31, 2022 | 23.77% |
September 30, 2022 | 23.16% |
August 31, 2022 | 23.16% |
July 31, 2022 | 23.16% |
June 30, 2022 | 23.16% |
May 31, 2022 | 23.16% |
April 30, 2022 | 23.16% |
Date | Value |
---|---|
March 31, 2022 | 23.16% |
February 28, 2022 | 23.16% |
January 31, 2022 | 23.16% |
December 31, 2021 | 23.16% |
November 30, 2021 | 23.16% |
October 31, 2021 | 23.16% |
September 30, 2021 | 23.16% |
August 31, 2021 | 23.16% |
July 31, 2021 | 23.16% |
June 30, 2021 | 23.16% |
May 31, 2021 | 23.16% |
April 30, 2021 | 23.16% |
March 31, 2021 | 23.16% |
February 28, 2021 | 23.16% |
January 31, 2021 | 23.16% |
December 31, 2020 | 23.16% |
November 30, 2020 | 23.16% |
October 31, 2020 | 23.16% |
September 30, 2020 | 23.16% |
August 31, 2020 | 23.16% |
July 31, 2020 | 23.16% |
June 30, 2020 | 25.45% |
May 31, 2020 | 25.45% |
April 30, 2020 | 25.45% |
March 31, 2020 | 25.45% |
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
23.16%
Minimum
Jul 2020
25.45%
Maximum
May 2019
23.89%
Average
23.77%
Median
Oct 2022
Max Drawdown (5Y) Benchmarks
Colgate-Palmolive Co | 22.57% |
Costco Wholesale Corp | 31.40% |
Coca-Cola Co | 37.01% |
PepsiCo Inc | 28.81% |
Walmart Inc | 25.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.815 |
Beta (5Y) | 0.4308 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 17.91% |
Historical Sharpe Ratio (5Y) | 0.5369 |
Historical Sortino (5Y) | 0.8531 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 7.31% |