nVent Electric PLC (NVT)
77.96
+3.69
(+4.97%)
USD |
NYSE |
Nov 21, 16:00
78.49
+0.53
(+0.68%)
Pre-Market: 08:34
nVent Electric 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Pentair PLC | 52.22% |
| RELX PLC | 37.75% |
| KNOT Offshore Partners LP | 74.53% |
| Rentokil Initial PLC | 44.42% |
| CNH Industrial NV | 65.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.54 |
| Beta (5Y) | 1.260 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.47% |
| Historical Sharpe Ratio (5Y) | 0.7777 |
| Historical Sortino (5Y) | 0.9714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.53% |