CF Industries Holdings Inc (CF)
79.37
-0.60
(-0.75%)
USD |
NYSE |
Apr 26, 10:37
CF Industries Holdings Max Drawdown (5Y): 64.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| February 28, 2022 | 64.13% |
| January 31, 2022 | 64.13% |
| December 31, 2021 | 64.13% |
| November 30, 2021 | 64.13% |
| October 31, 2021 | 64.13% |
| September 30, 2021 | 64.13% |
| August 31, 2021 | 65.68% |
| July 31, 2021 | 66.17% |
| June 30, 2021 | 66.17% |
| 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% |
| August 31, 2020 | 67.89% |
| July 31, 2020 | 67.89% |
| June 30, 2020 | 67.89% |
| May 31, 2020 | 67.89% |
| April 30, 2020 | 67.89% |
| March 31, 2020 | 67.89% |
| February 29, 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
Sep 2021
67.89%
Maximum
Apr 2019
65.85%
Average
64.13%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| The Scotts Miracle Gro Co | 83.55% |
| Friedman Industries Inc | 65.08% |
| Solitario Resources Corp | 83.21% |
| Golden Minerals Co | 98.94% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.740 |
| Beta (5Y) | 1.029 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.02% |
| Historical Sharpe Ratio (5Y) | 0.3847 |
| Historical Sortino (5Y) | 0.6601 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.75% |