CNH Industrial NV (CNH)
11.89
-0.03
(-0.25%)
USD |
NYSE |
Nov 22, 09:48
CNH Industrial Max Drawdown (5Y): 65.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 65.66% |
September 30, 2024 | 65.66% |
August 31, 2024 | 65.66% |
July 31, 2024 | 65.66% |
June 30, 2024 | 65.66% |
May 31, 2024 | 65.66% |
April 30, 2024 | 65.66% |
March 31, 2024 | 65.66% |
February 29, 2024 | 65.66% |
January 31, 2024 | 65.66% |
December 31, 2023 | 65.66% |
November 30, 2023 | 65.66% |
October 31, 2023 | 65.66% |
September 30, 2023 | 65.66% |
August 31, 2023 | 65.66% |
July 31, 2023 | 65.66% |
June 30, 2023 | 65.66% |
May 31, 2023 | 65.66% |
April 30, 2023 | 65.66% |
March 31, 2023 | 65.66% |
February 28, 2023 | 65.66% |
January 31, 2023 | 65.66% |
December 31, 2022 | 65.66% |
November 30, 2022 | 65.66% |
October 31, 2022 | 65.66% |
Date | Value |
---|---|
September 30, 2022 | 65.66% |
August 31, 2022 | 65.66% |
July 31, 2022 | 65.66% |
June 30, 2022 | 65.66% |
May 31, 2022 | 65.66% |
April 30, 2022 | 65.66% |
March 31, 2022 | 65.66% |
February 28, 2022 | 65.66% |
January 31, 2022 | 65.66% |
December 31, 2021 | 65.66% |
November 30, 2021 | 65.66% |
October 31, 2021 | 65.66% |
September 30, 2021 | 65.66% |
August 31, 2021 | 65.66% |
July 31, 2021 | 65.66% |
June 30, 2021 | 65.66% |
May 31, 2021 | 65.66% |
April 30, 2021 | 65.66% |
March 31, 2021 | 65.66% |
February 28, 2021 | 65.66% |
January 31, 2021 | 65.66% |
December 31, 2020 | 65.66% |
November 30, 2020 | 65.66% |
October 31, 2020 | 65.66% |
September 30, 2020 | 65.66% |
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
52.84%
Minimum
Nov 2019
65.66%
Maximum
Mar 2020
64.81%
Average
65.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 52.22% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 44.42% |
nVent Electric PLC | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -17.02 |
Beta (5Y) | 1.549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.44% |
Historical Sharpe Ratio (5Y) | 0.0775 |
Historical Sortino (5Y) | 0.1167 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.36% |