Nutrien Ltd (NTR)
54.01
+1.08
(+2.04%)
USD |
NYSE |
May 06, 16:00
54.00
-0.01
(-0.02%)
Pre-Market: 20:00
Nutrien Max Drawdown (5Y): 55.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 55.30% |
March 31, 2024 | 55.30% |
February 29, 2024 | 55.30% |
January 31, 2024 | 55.30% |
December 31, 2023 | 55.30% |
November 30, 2023 | 55.30% |
October 31, 2023 | 55.30% |
September 30, 2023 | 55.30% |
August 31, 2023 | 55.30% |
July 31, 2023 | 55.30% |
June 30, 2023 | 55.30% |
May 31, 2023 | 55.30% |
April 30, 2023 | 55.30% |
March 31, 2023 | 55.30% |
February 28, 2023 | 55.30% |
January 31, 2023 | 55.30% |
December 31, 2022 | 55.30% |
November 30, 2022 | 55.30% |
October 31, 2022 | 55.30% |
September 30, 2022 | 55.30% |
August 31, 2022 | 55.30% |
July 31, 2022 | 55.30% |
June 30, 2022 | 55.30% |
May 31, 2022 | 55.30% |
April 30, 2022 | 55.30% |
Date | Value |
---|---|
March 31, 2022 | 55.30% |
February 28, 2022 | 55.30% |
January 31, 2022 | 55.30% |
December 31, 2021 | 55.30% |
November 30, 2021 | 55.30% |
October 31, 2021 | 55.30% |
September 30, 2021 | 55.30% |
August 31, 2021 | 55.30% |
July 31, 2021 | 55.30% |
June 30, 2021 | 55.30% |
May 31, 2021 | 55.30% |
April 30, 2021 | 55.30% |
March 31, 2021 | 55.30% |
February 28, 2021 | 55.30% |
January 31, 2021 | 55.30% |
December 31, 2020 | 55.30% |
November 30, 2020 | 55.30% |
October 31, 2020 | 55.30% |
September 30, 2020 | 55.30% |
August 31, 2020 | 55.30% |
July 31, 2020 | 55.30% |
June 30, 2020 | 55.30% |
May 31, 2020 | 55.30% |
April 30, 2020 | 55.30% |
March 31, 2020 | 55.30% |
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
24.76%
Minimum
May 2019
55.30%
Maximum
Mar 2020
50.29%
Average
55.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
CF Industries Holdings Inc | 64.13% |
The Scotts Miracle Gro Co | 83.55% |
United States Steel Corp | 89.15% |
Flexible Solutions International Inc | 75.75% |
Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.007 |
Beta (5Y) | 0.888 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.66% |
Historical Sharpe Ratio (5Y) | 0.0257 |
Historical Sortino (5Y) | 0.0428 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.23% |