Cummins Inc (CMI)
368.86
+7.91
(+2.19%)
USD |
NYSE |
Nov 21, 16:00
368.87
+0.01
(+0.00%)
After-Hours: 20:00
Cummins Max Drawdown (5Y): 44.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.05% |
| September 30, 2024 | 44.05% |
| August 31, 2024 | 44.05% |
| July 31, 2024 | 44.05% |
| June 30, 2024 | 44.05% |
| May 31, 2024 | 44.05% |
| April 30, 2024 | 44.05% |
| March 31, 2024 | 44.05% |
| February 29, 2024 | 44.05% |
| January 31, 2024 | 44.05% |
| December 31, 2023 | 44.05% |
| November 30, 2023 | 44.05% |
| October 31, 2023 | 44.05% |
| September 30, 2023 | 44.05% |
| August 31, 2023 | 44.05% |
| July 31, 2023 | 44.05% |
| June 30, 2023 | 44.05% |
| May 31, 2023 | 44.05% |
| April 30, 2023 | 44.05% |
| March 31, 2023 | 44.05% |
| February 28, 2023 | 44.05% |
| January 31, 2023 | 44.05% |
| December 31, 2022 | 44.05% |
| November 30, 2022 | 44.05% |
| October 31, 2022 | 44.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.05% |
| August 31, 2022 | 44.05% |
| July 31, 2022 | 44.05% |
| June 30, 2022 | 44.05% |
| May 31, 2022 | 44.05% |
| April 30, 2022 | 44.05% |
| March 31, 2022 | 44.05% |
| February 28, 2022 | 44.05% |
| January 31, 2022 | 44.05% |
| December 31, 2021 | 44.05% |
| November 30, 2021 | 44.05% |
| October 31, 2021 | 44.05% |
| September 30, 2021 | 44.05% |
| August 31, 2021 | 44.05% |
| July 31, 2021 | 44.05% |
| June 30, 2021 | 44.05% |
| May 31, 2021 | 44.05% |
| April 30, 2021 | 44.05% |
| March 31, 2021 | 44.05% |
| February 28, 2021 | 44.05% |
| January 31, 2021 | 44.05% |
| December 31, 2020 | 45.90% |
| November 30, 2020 | 45.90% |
| October 31, 2020 | 45.90% |
| September 30, 2020 | 45.90% |
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
44.05%
Minimum
Jan 2021
45.90%
Maximum
Nov 2019
44.48%
Average
44.05%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Emerson Electric Co | 50.76% |
| Hydrogen Engine Center Inc | 100.00% |
| Bloom Energy Corp | -- |
| The Timken Co | 58.26% |
| Twin Disc Inc | 84.84% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.891 |
| Beta (5Y) | 0.9744 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.83% |
| Historical Sharpe Ratio (5Y) | 0.5601 |
| Historical Sortino (5Y) | 0.9831 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.19% |