Cummins Inc (CMI)
287.53
-3.89
(-1.33%)
USD |
NYSE |
Apr 19, 16:00
287.53
0.00 (0.00%)
After-Hours: 20:00
Cummins Max Drawdown (5Y): 44.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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 | 44.05% |
November 30, 2020 | 44.05% |
October 31, 2020 | 45.90% |
September 30, 2020 | 45.90% |
August 31, 2020 | 45.90% |
July 31, 2020 | 45.90% |
June 30, 2020 | 45.90% |
May 31, 2020 | 45.90% |
April 30, 2020 | 45.90% |
March 31, 2020 | 45.90% |
February 29, 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
Nov 2020
45.90%
Maximum
Apr 2019
44.63%
Average
44.05%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Regi US Inc | 99.97% |
Hydrogen Engine Center Inc | 99.99% |
PACCAR Inc | 37.83% |
Atmus Filtration Technologies Inc | -- |
Twin Disc Inc | 84.84% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.8125 |
Beta (5Y) | 1.043 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.80% |
Historical Sharpe Ratio (5Y) | 0.5384 |
Historical Sortino (5Y) | 0.9264 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.99% |