CNH Industrial NV (CNHI)
11.68
+0.36
(+3.13%)
USD |
NYSE |
May 02, 16:00
11.68
0.00 (0.00%)
After-Hours: 20:00
CNH Industrial Max Drawdown (5Y): 65.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 65.82% |
March 31, 2024 | 65.82% |
February 29, 2024 | 65.82% |
January 31, 2024 | 65.82% |
December 31, 2023 | 65.82% |
November 30, 2023 | 65.82% |
October 31, 2023 | 65.82% |
September 30, 2023 | 65.82% |
August 31, 2023 | 65.82% |
July 31, 2023 | 65.82% |
June 30, 2023 | 65.82% |
May 31, 2023 | 65.82% |
April 30, 2023 | 65.82% |
March 31, 2023 | 65.82% |
February 28, 2023 | 65.82% |
January 31, 2023 | 65.82% |
December 31, 2022 | 65.82% |
November 30, 2022 | 65.82% |
October 31, 2022 | 65.82% |
September 30, 2022 | 65.82% |
August 31, 2022 | 65.82% |
July 31, 2022 | 65.82% |
June 30, 2022 | 65.82% |
May 31, 2022 | 65.82% |
April 30, 2022 | 65.82% |
Date | Value |
---|---|
March 31, 2022 | 65.82% |
February 28, 2022 | 65.82% |
January 31, 2022 | 65.82% |
December 31, 2021 | 65.82% |
November 30, 2021 | 65.82% |
October 31, 2021 | 65.82% |
September 30, 2021 | 65.82% |
August 31, 2021 | 65.82% |
July 31, 2021 | 65.82% |
June 30, 2021 | 65.82% |
May 31, 2021 | 65.82% |
April 30, 2021 | 65.82% |
March 31, 2021 | 65.82% |
February 28, 2021 | 65.82% |
January 31, 2021 | 65.82% |
December 31, 2020 | 65.82% |
November 30, 2020 | 65.82% |
October 31, 2020 | 65.82% |
September 30, 2020 | 65.82% |
August 31, 2020 | 65.82% |
July 31, 2020 | 65.82% |
June 30, 2020 | 65.82% |
May 31, 2020 | 65.82% |
April 30, 2020 | 65.82% |
March 31, 2020 | 65.82% |
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
53.17%
Minimum
May 2019
65.82%
Maximum
Mar 2020
63.71%
Average
65.82%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deere & Co | 37.91% |
Alamo Group Inc | 42.47% |
AGCO Corp | 54.07% |
Caterpillar Inc | 43.36% |
The Eastern Co | 51.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.97 |
Beta (5Y) | 1.700 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.78% |
Historical Sharpe Ratio (5Y) | -0.0006 |
Historical Sortino (5Y) | -0.001 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.02% |