Nutrien Ltd (NTR)
48.04
-0.74
(-1.52%)
USD |
NYSE |
Dec 04, 16:00
48.05
+0.01
(+0.02%)
After-Hours: 20:00
Nutrien Max Drawdown (5Y): 57.51% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 57.51% |
| October 31, 2024 | 57.51% |
| September 30, 2024 | 57.51% |
| August 31, 2024 | 56.91% |
| July 31, 2024 | 55.30% |
| June 30, 2024 | 55.30% |
| May 31, 2024 | 55.30% |
| April 30, 2024 | 55.30% |
| March 31, 2024 | 55.30% |
| February 29, 2024 | 55.30% |
| January 31, 2024 | 55.30% |
| December 31, 2023 | 55.30% |
| November 30, 2023 | 55.30% |
| October 31, 2023 | 55.30% |
| September 30, 2023 | 55.30% |
| August 31, 2023 | 55.30% |
| July 31, 2023 | 55.30% |
| June 30, 2023 | 55.30% |
| May 31, 2023 | 55.30% |
| April 30, 2023 | 55.30% |
| March 31, 2023 | 55.30% |
| February 28, 2023 | 55.30% |
| January 31, 2023 | 55.30% |
| December 31, 2022 | 55.30% |
| November 30, 2022 | 55.30% |
| Date | Value |
|---|---|
| October 31, 2022 | 55.30% |
| September 30, 2022 | 55.30% |
| August 31, 2022 | 55.30% |
| July 31, 2022 | 55.30% |
| June 30, 2022 | 55.30% |
| May 31, 2022 | 55.30% |
| April 30, 2022 | 55.30% |
| March 31, 2022 | 55.30% |
| February 28, 2022 | 55.30% |
| January 31, 2022 | 55.30% |
| December 31, 2021 | 55.30% |
| November 30, 2021 | 55.30% |
| October 31, 2021 | 55.30% |
| September 30, 2021 | 55.30% |
| August 31, 2021 | 55.30% |
| July 31, 2021 | 55.30% |
| June 30, 2021 | 55.30% |
| May 31, 2021 | 55.30% |
| April 30, 2021 | 55.30% |
| March 31, 2021 | 55.30% |
| February 28, 2021 | 55.30% |
| January 31, 2021 | 55.30% |
| December 31, 2020 | 55.30% |
| November 30, 2020 | 55.30% |
| October 31, 2020 | 55.30% |
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
24.76%
Minimum
Dec 2019
57.51%
Maximum
Sep 2024
53.99%
Average
55.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Orbite Technologies Inc | 100.00% |
| Flexible Solutions International Inc | 75.75% |
| Paramount Gold Nevada Corp | 82.58% |
| Gold Royalty Corp | -- |
| Austin Gold Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.10 |
| Beta (5Y) | 0.8188 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.25% |
| Historical Sharpe Ratio (5Y) | 0.0237 |
| Historical Sortino (5Y) | 0.0395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.23% |