DuPont de Nemours Inc (DD)
73.80
+0.30
(+0.41%)
USD |
NYSE |
Apr 26, 10:44
DuPont de Nemours Max Drawdown (5Y): 80.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.37% |
| February 29, 2024 | 80.37% |
| January 31, 2024 | 80.37% |
| December 31, 2023 | 80.37% |
| November 30, 2023 | 80.37% |
| October 31, 2023 | 80.37% |
| September 30, 2023 | 80.37% |
| August 31, 2023 | 80.37% |
| July 31, 2023 | 80.37% |
| June 30, 2023 | 80.37% |
| May 31, 2023 | 80.37% |
| April 30, 2023 | 80.37% |
| March 31, 2023 | 80.37% |
| February 28, 2023 | 80.37% |
| January 31, 2023 | 80.37% |
| December 31, 2022 | 80.37% |
| November 30, 2022 | 80.37% |
| October 31, 2022 | 80.37% |
| September 30, 2022 | 80.37% |
| August 31, 2022 | 80.37% |
| July 31, 2022 | 80.37% |
| June 30, 2022 | 80.37% |
| May 31, 2022 | 80.37% |
| April 30, 2022 | 80.37% |
| March 31, 2022 | 80.37% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.37% |
| January 31, 2022 | 80.37% |
| December 31, 2021 | 80.37% |
| November 30, 2021 | 80.37% |
| October 31, 2021 | 80.37% |
| September 30, 2021 | 80.37% |
| August 31, 2021 | 80.37% |
| July 31, 2021 | 80.37% |
| June 30, 2021 | 80.37% |
| May 31, 2021 | 80.37% |
| April 30, 2021 | 80.37% |
| March 31, 2021 | 80.37% |
| February 28, 2021 | 80.37% |
| January 31, 2021 | 80.37% |
| December 31, 2020 | 80.37% |
| November 30, 2020 | 80.37% |
| October 31, 2020 | 80.37% |
| September 30, 2020 | 80.37% |
| August 31, 2020 | 80.37% |
| July 31, 2020 | 80.37% |
| June 30, 2020 | 80.37% |
| May 31, 2020 | 80.37% |
| April 30, 2020 | 80.37% |
| March 31, 2020 | 80.37% |
| February 29, 2020 | 70.41% |
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
51.01%
Minimum
Apr 2019
80.37%
Maximum
Mar 2020
76.33%
Average
80.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| H.B. Fuller Co | 56.28% |
| United States Steel Corp | 89.15% |
| Steel Dynamics Inc | 68.46% |
| Sherwin-Williams Co | 42.46% |
| Paramount Gold Nevada Corp | 81.95% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.33 |
| Beta (5Y) | 1.418 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.41% |
| Historical Sharpe Ratio (5Y) | 0.0049 |
| Historical Sortino (5Y) | 0.0078 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.64% |