Deere & Co (DE)
435.77
+30.81
(+7.61%)
USD |
NYSE |
Nov 21, 15:37
Deere Max Drawdown (5Y): 37.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 37.91% |
| September 30, 2024 | 37.91% |
| August 31, 2024 | 37.91% |
| July 31, 2024 | 37.91% |
| June 30, 2024 | 37.91% |
| May 31, 2024 | 37.91% |
| April 30, 2024 | 37.91% |
| March 31, 2024 | 37.91% |
| February 29, 2024 | 37.91% |
| January 31, 2024 | 37.91% |
| December 31, 2023 | 37.91% |
| November 30, 2023 | 37.91% |
| October 31, 2023 | 37.91% |
| September 30, 2023 | 37.91% |
| August 31, 2023 | 37.91% |
| July 31, 2023 | 37.91% |
| June 30, 2023 | 37.91% |
| May 31, 2023 | 37.91% |
| April 30, 2023 | 37.91% |
| March 31, 2023 | 37.91% |
| February 28, 2023 | 37.91% |
| January 31, 2023 | 37.91% |
| December 31, 2022 | 37.91% |
| November 30, 2022 | 37.91% |
| October 31, 2022 | 37.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 37.91% |
| August 31, 2022 | 37.91% |
| July 31, 2022 | 37.91% |
| June 30, 2022 | 37.91% |
| May 31, 2022 | 37.91% |
| April 30, 2022 | 37.91% |
| March 31, 2022 | 37.91% |
| February 28, 2022 | 37.91% |
| January 31, 2022 | 37.91% |
| December 31, 2021 | 37.91% |
| November 30, 2021 | 37.91% |
| October 31, 2021 | 37.91% |
| September 30, 2021 | 37.91% |
| August 31, 2021 | 37.91% |
| July 31, 2021 | 37.91% |
| June 30, 2021 | 37.91% |
| May 31, 2021 | 37.91% |
| April 30, 2021 | 37.91% |
| March 31, 2021 | 37.91% |
| February 28, 2021 | 37.91% |
| January 31, 2021 | 37.91% |
| December 31, 2020 | 37.91% |
| November 30, 2020 | 37.91% |
| October 31, 2020 | 37.91% |
| September 30, 2020 | 37.91% |
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
25.08%
Minimum
Nov 2019
37.91%
Maximum
Mar 2020
37.06%
Average
37.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| AGCO Corp | 54.07% |
| Caterpillar Inc | 43.36% |
| Lindsay Corp | 40.57% |
| Titan International Inc | 92.14% |
| Art's-Way Manufacturing Co Inc | 80.71% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.678 |
| Beta (5Y) | 0.9272 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.30% |
| Historical Sharpe Ratio (5Y) | 0.5823 |
| Historical Sortino (5Y) | 1.004 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.38% |