Corteva Inc (CTVA)

57.48 +1.32 (+2.35%) USD  |  NYSE  |  Dec 20, 16:00
57.88 +0.40 (+0.70%) After-Hours: 20:00
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Corteva Max Drawdown (5Y): 34.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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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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Max Drawdown (5Y) Benchmarks

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Nucor Corp 57.19%
Cleveland-Cliffs Inc 75.30%
International Flavors & Fragrances Inc 57.44%
United States Steel Corp 89.14%
Dow Inc 60.83%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.812
Beta (5Y) 0.7713
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.42%
Historical Sharpe Ratio (5Y) 0.6606
Historical Sortino (5Y) 1.052
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.62%