Northrop Grumman Corp (NOC)

469.54 +2.41 (+0.52%) USD  |  NYSE  |  Dec 20, 16:00
468.52 -1.02 (-0.22%) After-Hours: 20:00
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Northrop Grumman Max Drawdown (5Y): 29.63% 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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Compx International Inc 43.85%
NAPCO Security Technologies Inc 60.30%
Universal Security Instruments Inc 94.92%
Iveda Solutions Inc 99.14%
VerifyMe Inc 99.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 1.641
Beta (5Y) 0.3340
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 23.20%
Historical Sharpe Ratio (5Y) 0.263
Historical Sortino (5Y) 0.4318
Monthly Value at Risk (VaR) 5% (5Y Lookback) 9.04%