CF Industries Holdings Inc (CF)
90.65
+0.74
(+0.82%)
USD |
NYSE |
Nov 21, 15:54
CF Industries Holdings Max Drawdown (5Y): 64.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 64.13% |
September 30, 2024 | 64.13% |
August 31, 2024 | 64.13% |
July 31, 2024 | 64.13% |
June 30, 2024 | 64.13% |
May 31, 2024 | 64.13% |
April 30, 2024 | 64.13% |
March 31, 2024 | 64.13% |
February 29, 2024 | 64.13% |
January 31, 2024 | 64.13% |
December 31, 2023 | 64.13% |
November 30, 2023 | 64.13% |
October 31, 2023 | 64.13% |
September 30, 2023 | 64.13% |
August 31, 2023 | 64.13% |
July 31, 2023 | 64.13% |
June 30, 2023 | 64.13% |
May 31, 2023 | 64.13% |
April 30, 2023 | 64.13% |
March 31, 2023 | 64.13% |
February 28, 2023 | 64.13% |
January 31, 2023 | 64.13% |
December 31, 2022 | 64.13% |
November 30, 2022 | 64.13% |
October 31, 2022 | 64.13% |
Date | Value |
---|---|
September 30, 2022 | 64.13% |
August 31, 2022 | 64.13% |
July 31, 2022 | 64.13% |
June 30, 2022 | 64.13% |
May 31, 2022 | 64.13% |
April 30, 2022 | 64.13% |
March 31, 2022 | 64.13% |
February 28, 2022 | 64.13% |
January 31, 2022 | 64.13% |
December 31, 2021 | 64.13% |
November 30, 2021 | 64.13% |
October 31, 2021 | 65.68% |
September 30, 2021 | 66.17% |
August 31, 2021 | 66.17% |
July 31, 2021 | 67.89% |
June 30, 2021 | 67.89% |
May 31, 2021 | 67.89% |
April 30, 2021 | 67.89% |
March 31, 2021 | 67.89% |
February 28, 2021 | 67.89% |
January 31, 2021 | 67.89% |
December 31, 2020 | 67.89% |
November 30, 2020 | 67.89% |
October 31, 2020 | 67.89% |
September 30, 2020 | 67.89% |
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
64.13%
Minimum
Nov 2021
67.89%
Maximum
Nov 2019
65.54%
Average
64.13%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
Nucor Corp | 57.19% |
Reliance Inc | 40.79% |
The Scotts Miracle Gro Co | 83.55% |
Steel Dynamics Inc | 68.46% |
Paramount Gold Nevada Corp | 82.58% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.5980 |
Beta (5Y) | 0.9672 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.30% |
Historical Sharpe Ratio (5Y) | 0.3093 |
Historical Sortino (5Y) | 0.5399 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.75% |