DuPont de Nemours Inc (DD)
77.67
-0.08
(-0.10%)
USD |
NYSE |
May 03, 16:00
78.00
+0.33
(+0.42%)
After-Hours: 20:00
DuPont de Nemours Max Drawdown (5Y): 80.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.37% |
March 31, 2024 | 80.37% |
February 29, 2024 | 80.37% |
January 31, 2024 | 80.37% |
December 31, 2023 | 80.37% |
November 30, 2023 | 80.37% |
October 31, 2023 | 80.37% |
September 30, 2023 | 80.37% |
August 31, 2023 | 80.37% |
July 31, 2023 | 80.37% |
June 30, 2023 | 80.37% |
May 31, 2023 | 80.37% |
April 30, 2023 | 80.37% |
March 31, 2023 | 80.37% |
February 28, 2023 | 80.37% |
January 31, 2023 | 80.37% |
December 31, 2022 | 80.37% |
November 30, 2022 | 80.37% |
October 31, 2022 | 80.37% |
September 30, 2022 | 80.37% |
August 31, 2022 | 80.37% |
July 31, 2022 | 80.37% |
June 30, 2022 | 80.37% |
May 31, 2022 | 80.37% |
April 30, 2022 | 80.37% |
Date | Value |
---|---|
March 31, 2022 | 80.37% |
February 28, 2022 | 80.37% |
January 31, 2022 | 80.37% |
December 31, 2021 | 80.37% |
November 30, 2021 | 80.37% |
October 31, 2021 | 80.37% |
September 30, 2021 | 80.37% |
August 31, 2021 | 80.37% |
July 31, 2021 | 80.37% |
June 30, 2021 | 80.37% |
May 31, 2021 | 80.37% |
April 30, 2021 | 80.37% |
March 31, 2021 | 80.37% |
February 28, 2021 | 80.37% |
January 31, 2021 | 80.37% |
December 31, 2020 | 80.37% |
November 30, 2020 | 80.37% |
October 31, 2020 | 80.37% |
September 30, 2020 | 80.37% |
August 31, 2020 | 80.37% |
July 31, 2020 | 80.37% |
June 30, 2020 | 80.37% |
May 31, 2020 | 80.37% |
April 30, 2020 | 80.37% |
March 31, 2020 | 80.37% |
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
56.73%
Minimum
May 2019
80.37%
Maximum
Mar 2020
76.82%
Average
80.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
H.B. Fuller Co | 56.28% |
United States Steel Corp | 89.15% |
Steel Dynamics Inc | 68.46% |
Sherwin-Williams Co | 42.46% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.22 |
Beta (5Y) | 1.408 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.13% |
Historical Sharpe Ratio (5Y) | -0.0699 |
Historical Sortino (5Y) | -0.1111 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |