Ducommun Inc (DCO)
55.71
-0.08
(-0.14%)
USD |
NYSE |
May 07, 16:00
55.71
0.00 (0.00%)
After-Hours: 20:00
Ducommun Max Drawdown (5Y): 70.83% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 70.83% |
July 31, 2020 | 70.83% |
June 30, 2020 | 70.83% |
May 31, 2020 | 70.83% |
April 30, 2020 | 70.83% |
March 31, 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
May 2019
70.83%
Maximum
Mar 2020
69.23%
Average
70.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
RTX Corp | 51.84% |
Boeing Co | 77.92% |
CPI Aerostructures Inc | 92.55% |
Servotronics Inc | 55.06% |
Air Industries Group | 93.83% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.20 |
Beta (5Y) | 1.262 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.00% |
Historical Sharpe Ratio (5Y) | 0.0859 |
Historical Sortino (5Y) | 0.1212 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.53% |