Donaldson Co Inc (DCI)
76.01
+0.84
(+1.12%)
USD |
NYSE |
Nov 21, 16:00
76.04
+0.03
(+0.04%)
After-Hours: 20:00
Donaldson Max Drawdown (5Y): 42.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 42.72% |
September 30, 2024 | 42.72% |
August 31, 2024 | 42.72% |
July 31, 2024 | 42.72% |
June 30, 2024 | 42.72% |
May 31, 2024 | 42.72% |
April 30, 2024 | 42.72% |
March 31, 2024 | 42.72% |
February 29, 2024 | 42.72% |
January 31, 2024 | 42.72% |
December 31, 2023 | 42.72% |
November 30, 2023 | 42.72% |
October 31, 2023 | 42.72% |
September 30, 2023 | 42.72% |
August 31, 2023 | 42.72% |
July 31, 2023 | 42.72% |
June 30, 2023 | 42.72% |
May 31, 2023 | 42.72% |
April 30, 2023 | 42.72% |
March 31, 2023 | 42.72% |
February 28, 2023 | 42.72% |
January 31, 2023 | 42.72% |
December 31, 2022 | 42.72% |
November 30, 2022 | 42.72% |
October 31, 2022 | 42.72% |
Date | Value |
---|---|
September 30, 2022 | 42.72% |
August 31, 2022 | 42.72% |
July 31, 2022 | 42.72% |
June 30, 2022 | 42.72% |
May 31, 2022 | 42.72% |
April 30, 2022 | 42.72% |
March 31, 2022 | 42.72% |
February 28, 2022 | 42.72% |
January 31, 2022 | 42.72% |
December 31, 2021 | 42.72% |
November 30, 2021 | 42.72% |
October 31, 2021 | 42.72% |
September 30, 2021 | 42.72% |
August 31, 2021 | 42.72% |
July 31, 2021 | 42.72% |
June 30, 2021 | 42.72% |
May 31, 2021 | 42.72% |
April 30, 2021 | 42.72% |
March 31, 2021 | 42.72% |
February 28, 2021 | 42.72% |
January 31, 2021 | 42.72% |
December 31, 2020 | 42.72% |
November 30, 2020 | 42.72% |
October 31, 2020 | 42.72% |
September 30, 2020 | 42.72% |
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
37.77%
Minimum
Nov 2019
42.72%
Maximum
Mar 2020
42.39%
Average
42.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
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) | -7.400 |
Beta (5Y) | 1.043 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.60% |
Historical Sharpe Ratio (5Y) | 0.2571 |
Historical Sortino (5Y) | 0.3686 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.24% |