Cummins Inc (CMI)

351.38 +1.68 (+0.48%) USD  |  NYSE  |  Dec 20, 16:00
350.12 -1.26 (-0.36%) After-Hours: 20:00
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Cummins Max Drawdown (5Y): 44.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Emerson Electric Co 50.76%
Hydrogen Engine Center Inc 100.00%
Westinghouse Air Brake Technologies Corp 64.08%
Twin Disc Inc 84.84%
Bloom Energy Corp 91.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.704
Beta (5Y) 0.9925
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 25.85%
Historical Sharpe Ratio (5Y) 0.6174
Historical Sortino (5Y) 1.07
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.10%