CNH Industrial NV (CNH)
10.60
+0.55
(+5.47%)
USD |
NYSE |
Nov 14, 12:49
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 | 56.18% |
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% |