Donaldson Co Inc (DCI)

68.02 -0.26 (-0.38%) USD  |  NYSE  |  Dec 20, 16:00
67.68 -0.34 (-0.50%) After-Hours: 20:00
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Donaldson Max Drawdown (5Y): 42.72% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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CECO Environmental Corp 74.13%
Fuel Tech Inc 87.46%
Kronos Advanced Technologies Inc 99.69%
AAON Inc 42.39%
Limbach Holdings Inc 84.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.824
Beta (5Y) 1.042
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.49%
Historical Sharpe Ratio (5Y) 0.2594
Historical Sortino (5Y) 0.3674
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.23%