Ducommun Inc (DCO)
65.08
-0.05
(-0.08%)
USD |
NYSE |
Nov 21, 16:00
65.08
0.00 (0.00%)
After-Hours: 20:00
Ducommun Max Drawdown (5Y): 70.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.83% |
| September 30, 2024 | 70.83% |
| August 31, 2024 | 70.83% |
| July 31, 2024 | 70.83% |
| June 30, 2024 | 70.83% |
| May 31, 2024 | 70.83% |
| April 30, 2024 | 70.83% |
| March 31, 2024 | 70.83% |
| February 29, 2024 | 70.83% |
| January 31, 2024 | 70.83% |
| December 31, 2023 | 70.83% |
| November 30, 2023 | 70.83% |
| October 31, 2023 | 70.83% |
| September 30, 2023 | 70.83% |
| August 31, 2023 | 70.83% |
| July 31, 2023 | 70.83% |
| June 30, 2023 | 70.83% |
| May 31, 2023 | 70.83% |
| April 30, 2023 | 70.83% |
| March 31, 2023 | 70.83% |
| February 28, 2023 | 70.83% |
| January 31, 2023 | 70.83% |
| December 31, 2022 | 70.83% |
| November 30, 2022 | 70.83% |
| October 31, 2022 | 70.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.83% |
| August 31, 2022 | 70.83% |
| July 31, 2022 | 70.83% |
| June 30, 2022 | 70.83% |
| May 31, 2022 | 70.83% |
| April 30, 2022 | 70.83% |
| March 31, 2022 | 70.83% |
| February 28, 2022 | 70.83% |
| January 31, 2022 | 70.83% |
| December 31, 2021 | 70.83% |
| November 30, 2021 | 70.83% |
| October 31, 2021 | 70.83% |
| September 30, 2021 | 70.83% |
| August 31, 2021 | 70.83% |
| July 31, 2021 | 70.83% |
| June 30, 2021 | 70.83% |
| May 31, 2021 | 70.83% |
| April 30, 2021 | 70.83% |
| March 31, 2021 | 70.83% |
| February 28, 2021 | 70.83% |
| January 31, 2021 | 70.83% |
| December 31, 2020 | 70.83% |
| November 30, 2020 | 70.83% |
| October 31, 2020 | 70.83% |
| September 30, 2020 | 70.83% |
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
61.20%
Minimum
Nov 2019
70.83%
Maximum
Mar 2020
70.19%
Average
70.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Woodward Inc | 60.61% |
| Astronics Corp | 87.66% |
| Moog Inc | 74.34% |
| Textron Inc | 69.96% |
| TransDigm Group Inc | 62.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.80 |
| Beta (5Y) | 1.387 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.22% |
| Historical Sharpe Ratio (5Y) | 0.0249 |
| Historical Sortino (5Y) | 0.0337 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |