CF Industries Holdings Inc (CF)

84.98 +1.16 (+1.38%) USD  |  NYSE  |  Dec 20, 16:00
84.95 -0.03 (-0.04%) Pre-Market: 20:00
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CF Industries Holdings Max Drawdown (5Y): 64.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Ingevity Corp 76.22%
Nucor Corp 57.19%
Reliance Inc 40.79%
The Scotts Miracle Gro Co 83.55%
Steel Dynamics Inc 68.46%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.520
Beta (5Y) 0.9789
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 42.11%
Historical Sharpe Ratio (5Y) 0.3466
Historical Sortino (5Y) 0.6044
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.42%