Dow Inc (DOW)
47.95
-1.02
(-2.08%)
USD |
NYSE |
Nov 04, 16:00
48.01
+0.06
(+0.13%)
After-Hours: 20:00
Dow Max Drawdown (5Y): 60.83% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.83% |
| September 30, 2024 | 60.83% |
| August 31, 2024 | 60.83% |
| July 31, 2024 | 60.83% |
| June 30, 2024 | 60.83% |
| May 31, 2024 | 60.83% |
| April 30, 2024 | 60.83% |
| March 31, 2024 | 60.83% |
| February 29, 2024 | 60.83% |
| January 31, 2024 | 60.83% |
| December 31, 2023 | 60.83% |
| November 30, 2023 | 60.83% |
| October 31, 2023 | 60.83% |
| September 30, 2023 | 60.83% |
| August 31, 2023 | 60.83% |
| July 31, 2023 | 60.83% |
| June 30, 2023 | 60.83% |
| May 31, 2023 | 60.83% |
| April 30, 2023 | 60.83% |
| March 31, 2023 | 60.83% |
| February 28, 2023 | 60.83% |
| January 31, 2023 | 60.83% |
| December 31, 2022 | 60.83% |
| November 30, 2022 | 60.83% |
| October 31, 2022 | 60.83% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.83% |
| August 31, 2022 | 60.83% |
| July 31, 2022 | 60.83% |
| June 30, 2022 | 60.83% |
| May 31, 2022 | 60.83% |
| April 30, 2022 | 60.83% |
| March 31, 2022 | 60.83% |
| February 28, 2022 | 60.83% |
| January 31, 2022 | 60.83% |
| December 31, 2021 | 60.83% |
| November 30, 2021 | 60.83% |
| October 31, 2021 | 60.83% |
| September 30, 2021 | 60.83% |
| August 31, 2021 | 60.83% |
| July 31, 2021 | 60.83% |
| June 30, 2021 | 60.83% |
| May 31, 2021 | 60.83% |
| April 30, 2021 | 60.83% |
| March 31, 2021 | 60.83% |
| February 28, 2021 | 60.83% |
| January 31, 2021 | 60.83% |
| December 31, 2020 | 60.83% |
| November 30, 2020 | 60.83% |
| October 31, 2020 | 60.83% |
| September 30, 2020 | 60.83% |
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
30.84%
Minimum
Nov 2019
60.83%
Maximum
Mar 2020
58.83%
Average
60.83%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Celanese Corp | 53.33% |
| Air Products & Chemicals Inc | 31.79% |
| Nucor Corp | 57.19% |
| Corteva Inc | 34.76% |
| Radius Recycling Inc | 75.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.45 |
| Beta (5Y) | 1.236 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.80% |
| Historical Sharpe Ratio (5Y) | 0.074 |
| Historical Sortino (5Y) | 0.0909 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.99% |