DuPont de Nemours Inc (DD)

77.28 +0.43 (+0.56%) USD  |  NYSE  |  Dec 20, 16:00
77.02 -0.26 (-0.34%) After-Hours: 20:00
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DuPont de Nemours Max Drawdown (5Y): 71.79% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -13.01
Beta (5Y) 1.338
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.50%
Historical Sharpe Ratio (5Y) 0.137
Historical Sortino (5Y) 0.2051
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.42%