Northrop Grumman Corp. (NOC)
483.14
+7.03
(+1.48%)
USD |
NYSE |
Oct 06, 16:00
483.14
0.00 (0.00%)
After-Hours: 20:00
Northrop Grumman Max Drawdown (5Y) : 36.47% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 36.47% |
| August 31, 2026 | 35.12% |
| July 31, 2026 | 35.12% |
| June 30, 2026 | 35.12% |
| May 31, 2026 | 29.60% |
| April 30, 2026 | 25.47% |
| March 31, 2026 | 22.29% |
| February 28, 2026 | 22.29% |
| January 31, 2026 | 23.14% |
| December 31, 2025 | 24.27% |
| November 30, 2025 | 24.27% |
| October 31, 2025 | 24.27% |
| September 30, 2025 | 24.27% |
| August 31, 2025 | 24.27% |
| July 31, 2025 | 24.27% |
| June 30, 2025 | 25.11% |
| May 31, 2025 | 25.11% |
| April 30, 2025 | 25.11% |
| March 31, 2025 | 25.11% |
| February 28, 2025 | 29.63% |
| January 31, 2025 | 29.63% |
| December 31, 2024 | 29.63% |
| November 30, 2024 | 29.63% |
| October 31, 2024 | 29.63% |
| September 30, 2024 | 29.63% |
| Date | Value |
|---|---|
| August 31, 2024 | 29.63% |
| July 31, 2024 | 29.63% |
| June 30, 2024 | 29.63% |
| May 31, 2024 | 29.63% |
| April 30, 2024 | 29.63% |
| March 31, 2024 | 29.63% |
| February 29, 2024 | 29.63% |
| January 31, 2024 | 29.63% |
| December 31, 2023 | 32.54% |
| November 30, 2023 | 36.39% |
| October 31, 2023 | 36.39% |
| September 30, 2023 | 36.39% |
| August 31, 2023 | 36.39% |
| July 31, 2023 | 36.39% |
| June 30, 2023 | 36.39% |
| May 31, 2023 | 36.39% |
| April 30, 2023 | 36.39% |
| March 31, 2023 | 36.39% |
| February 28, 2023 | 36.39% |
| January 31, 2023 | 36.39% |
| December 31, 2022 | 36.39% |
| November 30, 2022 | 36.39% |
| October 31, 2022 | 36.39% |
| September 30, 2022 | 36.39% |
| August 31, 2022 | 36.39% |
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
| AeroVironment, Inc. | 66.65% |
| Lockheed Martin Corp. | 31.79% |
| Textron, Inc. | 37.33% |
| The Boeing Co. | 73.08% |
| GE Aerospace | 68.76% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.163 |
| Beta (5Y) | -0.1145 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 25.23% |
| Historical Sharpe Ratio (5Y) | 0.1592 |
| Historical Sortino (5Y) | 0.2649 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.71% |