Corteva Inc (CTVA)
60.76
+2.00
(+3.40%)
USD |
NYSE |
Nov 21, 16:00
60.78
+0.02
(+0.03%)
Pre-Market: 20:00
Corteva Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Cleveland-Cliffs Inc | 75.30% |
| Nucor Corp | 57.19% |
| Dow Inc | -- |
| Solitario Resources Corp | 83.21% |
| Paramount Gold Nevada Corp | 82.58% |
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% |