Dow Inc (DOW)
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USD |
NYSE |
Nov 21, 16:00
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After-Hours: 20:00
Dow Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Sherwin-Williams Co | 42.46% |
| Celanese Corp | 53.33% |
| Nucor Corp | 57.19% |
| Air Products & Chemicals Inc | 31.79% |
| 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% |