Dell Technologies Inc (DELL)

115.77 +3.81 (+3.40%) USD  |  NYSE  |  Dec 20, 16:00
116.20 +0.43 (+0.37%) Pre-Market: 20:00
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Dell Technologies Max Drawdown (5Y): 58.65% 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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HP Inc 47.86%
Super Micro Computer Inc 84.84%
Qualcomm Inc 44.29%
Apple Inc 31.43%
Advanced Micro Devices Inc 65.45%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 26.53
Beta (5Y) 0.9022
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.50%
Historical Sharpe Ratio (5Y) 0.9767
Historical Sortino (5Y) 1.355
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.29%