Dell Technologies Inc (DELL)
138.99
+5.03
(+3.75%)
USD |
NYSE |
Nov 21, 16:00
139.39
+0.40
(+0.29%)
After-Hours: 17:38
Dell Technologies Max Drawdown (5Y): 58.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 58.65% |
| September 30, 2024 | 58.65% |
| August 31, 2024 | 58.65% |
| July 31, 2024 | 58.65% |
| June 30, 2024 | 58.65% |
| May 31, 2024 | 58.65% |
| April 30, 2024 | 58.65% |
| March 31, 2024 | 58.65% |
| February 29, 2024 | 58.65% |
| January 31, 2024 | 58.65% |
| December 31, 2023 | 58.65% |
| November 30, 2023 | 58.65% |
| October 31, 2023 | 58.65% |
| September 30, 2023 | 58.65% |
| August 31, 2023 | 58.65% |
| July 31, 2023 | 58.65% |
| June 30, 2023 | 58.65% |
| May 31, 2023 | 58.65% |
| April 30, 2023 | 58.65% |
| March 31, 2023 | 58.65% |
| February 28, 2023 | 58.65% |
| January 31, 2023 | 58.65% |
| December 31, 2022 | 58.65% |
| November 30, 2022 | 58.65% |
| October 31, 2022 | 58.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 58.65% |
| August 31, 2022 | 58.65% |
| July 31, 2022 | 58.65% |
| June 30, 2022 | 58.65% |
| May 31, 2022 | 58.65% |
| April 30, 2022 | 58.65% |
| March 31, 2022 | 58.65% |
| February 28, 2022 | 58.65% |
| January 31, 2022 | 58.65% |
| December 31, 2021 | 58.65% |
| November 30, 2021 | 58.65% |
| October 31, 2021 | 58.65% |
| September 30, 2021 | 58.65% |
| August 31, 2021 | 58.65% |
| July 31, 2021 | 58.65% |
| June 30, 2021 | 58.65% |
| May 31, 2021 | 58.65% |
| April 30, 2021 | 58.65% |
| March 31, 2021 | 58.65% |
| February 28, 2021 | 58.65% |
| January 31, 2021 | 58.65% |
| December 31, 2020 | 58.65% |
| November 30, 2020 | 58.65% |
| October 31, 2020 | 58.65% |
| September 30, 2020 | 58.65% |
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
35.09%
Minimum
Nov 2019
58.65%
Maximum
Mar 2020
57.20%
Average
58.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| HP Inc | 47.86% |
| Super Micro Computer Inc | 75.50% |
| Qualcomm Inc | 44.29% |
| Apple Inc | 31.43% |
| Advanced Micro Devices Inc | 65.45% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.78 |
| Beta (5Y) | 0.8944 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.39% |
| Historical Sharpe Ratio (5Y) | 0.8966 |
| Historical Sortino (5Y) | 1.247 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.29% |