Deere & Co (DE)

432.49 +5.86 (+1.37%) USD  |  NYSE  |  Dec 20, 16:00
432.50 +0.01 (+0.00%) After-Hours: 20:00
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Deere Max Drawdown (5Y): 37.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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AGCO Corp 54.07%
Lindsay Corp 40.57%
Titan International Inc 92.14%
Caterpillar Inc 43.36%
The Toro Co 35.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.051
Beta (5Y) 0.9629
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 30.36%
Historical Sharpe Ratio (5Y) 0.7216
Historical Sortino (5Y) 1.248
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.38%