DuPont de Nemours Inc (DD)
82.74
+0.89
(+1.09%)
USD |
NYSE |
Nov 21, 16:00
82.55
-0.19
(-0.23%)
After-Hours: 20:00
DuPont de Nemours Max Drawdown (5Y): 71.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 71.79% |
| September 30, 2024 | 71.79% |
| August 31, 2024 | 71.79% |
| July 31, 2024 | 71.79% |
| June 30, 2024 | 71.79% |
| May 31, 2024 | 71.79% |
| April 30, 2024 | 71.79% |
| March 31, 2024 | 71.79% |
| February 29, 2024 | 71.79% |
| January 31, 2024 | 71.79% |
| December 31, 2023 | 71.79% |
| November 30, 2023 | 71.79% |
| October 31, 2023 | 71.79% |
| September 30, 2023 | 71.79% |
| August 31, 2023 | 71.79% |
| July 31, 2023 | 71.79% |
| June 30, 2023 | 71.79% |
| May 31, 2023 | 71.79% |
| April 30, 2023 | 71.79% |
| March 31, 2023 | 71.79% |
| February 28, 2023 | 71.79% |
| January 31, 2023 | 71.79% |
| December 31, 2022 | 71.79% |
| November 30, 2022 | 71.79% |
| October 31, 2022 | 71.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 71.79% |
| August 31, 2022 | 71.79% |
| July 31, 2022 | 71.79% |
| June 30, 2022 | 71.79% |
| May 31, 2022 | 71.79% |
| April 30, 2022 | 71.79% |
| March 31, 2022 | 71.79% |
| February 28, 2022 | 71.79% |
| January 31, 2022 | 71.79% |
| December 31, 2021 | 71.79% |
| November 30, 2021 | 71.79% |
| October 31, 2021 | 71.79% |
| September 30, 2021 | 71.79% |
| August 31, 2021 | 71.79% |
| July 31, 2021 | 71.79% |
| June 30, 2021 | 71.79% |
| May 31, 2021 | 71.79% |
| April 30, 2021 | 71.79% |
| March 31, 2021 | 71.79% |
| February 28, 2021 | 71.79% |
| January 31, 2021 | 71.79% |
| December 31, 2020 | 71.79% |
| November 30, 2020 | 71.79% |
| October 31, 2020 | 71.79% |
| September 30, 2020 | 71.79% |
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
38.11%
Minimum
Nov 2019
71.79%
Maximum
Mar 2020
70.07%
Average
71.79%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| The Chemours Co | 86.15% |
| PPG Industries Inc | 45.57% |
| Cleveland-Cliffs Inc | 75.30% |
| Nucor Corp | 57.19% |
| United States Steel Corp | 89.14% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.00 |
| Beta (5Y) | 1.348 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.67% |
| Historical Sharpe Ratio (5Y) | 0.1232 |
| Historical Sortino (5Y) | 0.1856 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |