Corteva Inc (CTVA)
61.21
+0.35
(+0.58%)
USD |
NYSE |
Nov 04, 16:00
61.21
0.00 (0.00%)
After-Hours: 20:00
Corteva Max Drawdown (5Y): 34.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 34.76% |
| September 30, 2024 | 34.76% |
| August 31, 2024 | 34.76% |
| July 31, 2024 | 34.76% |
| June 30, 2024 | 34.76% |
| May 31, 2024 | 34.76% |
| April 30, 2024 | 34.76% |
| March 31, 2024 | 34.76% |
| February 29, 2024 | 34.76% |
| January 31, 2024 | 34.76% |
| December 31, 2023 | 34.76% |
| November 30, 2023 | 34.76% |
| October 31, 2023 | 34.29% |
| September 30, 2023 | 34.29% |
| August 31, 2023 | 34.29% |
| July 31, 2023 | 34.29% |
| June 30, 2023 | 34.29% |
| May 31, 2023 | 34.29% |
| April 30, 2023 | 34.29% |
| March 31, 2023 | 34.29% |
| February 28, 2023 | 34.29% |
| January 31, 2023 | 34.29% |
| December 31, 2022 | 34.29% |
| November 30, 2022 | 34.29% |
| October 31, 2022 | 34.29% |
| Date | Value |
|---|---|
| September 30, 2022 | 34.29% |
| August 31, 2022 | 34.29% |
| July 31, 2022 | 34.29% |
| June 30, 2022 | 34.29% |
| May 31, 2022 | 34.29% |
| April 30, 2022 | 34.29% |
| March 31, 2022 | 34.29% |
| February 28, 2022 | 34.29% |
| January 31, 2022 | 34.29% |
| December 31, 2021 | 34.29% |
| November 30, 2021 | 34.29% |
| October 31, 2021 | 34.29% |
| September 30, 2021 | 34.29% |
| August 31, 2021 | 34.29% |
| July 31, 2021 | 34.29% |
| June 30, 2021 | 34.29% |
| May 31, 2021 | 34.29% |
| April 30, 2021 | 34.29% |
| March 31, 2021 | 34.29% |
| February 28, 2021 | 34.29% |
| January 31, 2021 | 34.29% |
| December 31, 2020 | 34.29% |
| November 30, 2020 | 34.29% |
| October 31, 2020 | 34.29% |
| September 30, 2020 | 34.29% |
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
21.02%
Minimum
Nov 2019
34.76%
Maximum
Nov 2023
33.53%
Average
34.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Nucor Corp | 57.19% |
| Dow Inc | 60.83% |
| Celanese Corp | 53.33% |
| Air Products & Chemicals Inc | 31.79% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 7.446 |
| Beta (5Y) | 0.7738 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.58% |
| Historical Sharpe Ratio (5Y) | 0.6322 |
| Historical Sortino (5Y) | 1.014 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.62% |