nVent Electric PLC (NVT)
72.53
+1.36
(+1.91%)
USD |
NYSE |
Apr 23, 16:00
72.53
0.00 (0.00%)
After-Hours: 17:52
nVent Electric Max Drawdown (5Y): 56.18% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 56.18% |
February 29, 2024 | 56.18% |
January 31, 2024 | 56.18% |
December 31, 2023 | 56.18% |
November 30, 2023 | 56.18% |
October 31, 2023 | 56.18% |
September 30, 2023 | 56.18% |
August 31, 2023 | 56.18% |
July 31, 2023 | 56.18% |
June 30, 2023 | 56.18% |
May 31, 2023 | 56.18% |
April 30, 2023 | 56.18% |
March 31, 2023 | 56.18% |
February 28, 2023 | 56.18% |
January 31, 2023 | 56.18% |
December 31, 2022 | 56.18% |
November 30, 2022 | 56.18% |
October 31, 2022 | 56.18% |
September 30, 2022 | 56.18% |
August 31, 2022 | 56.18% |
July 31, 2022 | 56.18% |
June 30, 2022 | 56.18% |
May 31, 2022 | 56.18% |
April 30, 2022 | 56.18% |
March 31, 2022 | 56.18% |
Date | Value |
---|---|
February 28, 2022 | 56.18% |
January 31, 2022 | 56.18% |
December 31, 2021 | 56.18% |
November 30, 2021 | 56.18% |
October 31, 2021 | 56.18% |
September 30, 2021 | 56.18% |
August 31, 2021 | 56.18% |
July 31, 2021 | 56.18% |
June 30, 2021 | 56.18% |
May 31, 2021 | 56.18% |
April 30, 2021 | 56.18% |
March 31, 2021 | 56.18% |
February 28, 2021 | 56.18% |
January 31, 2021 | 56.18% |
December 31, 2020 | 56.18% |
November 30, 2020 | 56.18% |
October 31, 2020 | 56.18% |
September 30, 2020 | 56.18% |
August 31, 2020 | 56.18% |
July 31, 2020 | 56.18% |
June 30, 2020 | 56.18% |
May 31, 2020 | 56.18% |
April 30, 2020 | 56.18% |
March 31, 2020 | 56.18% |
February 29, 2020 | 33.40% |
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
30.48%
Minimum
Apr 2019
56.18%
Maximum
Mar 2020
51.75%
Average
56.18%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Pentair PLC | 67.99% |
RELX PLC | 37.75% |
KNOT Offshore Partners LP | 74.53% |
Rentokil Initial PLC | 43.66% |
CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.208 |
Beta (5Y) | 1.349 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.99% |
Historical Sharpe Ratio (5Y) | 0.6806 |
Historical Sortino (5Y) | 0.8469 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.46% |