CNH Industrial NV (CNH)

11.22 +0.02 (+0.13%) USD  |  NYSE  |  Dec 24, 13:00
11.22 0.00 (0.00%) After-Hours: 13:42
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CNH Industrial Max Drawdown (5Y): 65.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Median

Max Drawdown (5Y) Benchmarks

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AGCO Corp 54.07%
Pentair PLC 52.22%
RELX PLC 37.75%
KNOT Offshore Partners LP 74.53%
Rentokil Initial PLC 44.42%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -15.31
Beta (5Y) 1.568
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 38.44%
Historical Sharpe Ratio (5Y) 0.1466
Historical Sortino (5Y) 0.2204
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.36%