Dell Technologies Inc (DELL)
92.29
-4.81
(-4.95%)
USD |
NYSE |
Mar 28, 16:00
92.15
-0.14
(-0.15%)
After-Hours: 20:00
Dell Technologies Max Drawdown (5Y): 58.65% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| HP Inc | 47.86% |
| Super Micro Computer Inc | 84.84% |
| Advanced Micro Devices Inc | 65.45% |
| Intel Corp | 69.56% |
| NVIDIA Corp | 66.34% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 25.60 |
| Beta (5Y) | 0.8354 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.53% |
| Historical Sharpe Ratio (5Y) | 1.001 |
| Historical Sortino (5Y) | 1.624 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.72% |