Deere & Co (DE)
400.96
+5.00
(+1.26%)
USD |
NYSE |
May 03, 16:00
401.18
+0.22
(+0.05%)
After-Hours: 20:00
Deere Max Drawdown (5Y): 37.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 37.91% |
March 31, 2024 | 37.91% |
February 29, 2024 | 37.91% |
January 31, 2024 | 37.91% |
December 31, 2023 | 37.91% |
November 30, 2023 | 37.91% |
October 31, 2023 | 37.91% |
September 30, 2023 | 37.91% |
August 31, 2023 | 37.91% |
July 31, 2023 | 37.91% |
June 30, 2023 | 37.91% |
May 31, 2023 | 37.91% |
April 30, 2023 | 37.91% |
March 31, 2023 | 37.91% |
February 28, 2023 | 37.91% |
January 31, 2023 | 37.91% |
December 31, 2022 | 37.91% |
November 30, 2022 | 37.91% |
October 31, 2022 | 37.91% |
September 30, 2022 | 37.91% |
August 31, 2022 | 37.91% |
July 31, 2022 | 37.91% |
June 30, 2022 | 37.91% |
May 31, 2022 | 37.91% |
April 30, 2022 | 37.91% |
Date | Value |
---|---|
March 31, 2022 | 37.91% |
February 28, 2022 | 37.91% |
January 31, 2022 | 37.91% |
December 31, 2021 | 37.91% |
November 30, 2021 | 37.91% |
October 31, 2021 | 37.91% |
September 30, 2021 | 37.91% |
August 31, 2021 | 37.91% |
July 31, 2021 | 37.91% |
June 30, 2021 | 37.91% |
May 31, 2021 | 37.91% |
April 30, 2021 | 37.91% |
March 31, 2021 | 37.91% |
February 28, 2021 | 37.91% |
January 31, 2021 | 37.91% |
December 31, 2020 | 37.91% |
November 30, 2020 | 37.91% |
October 31, 2020 | 37.91% |
September 30, 2020 | 37.91% |
August 31, 2020 | 37.91% |
July 31, 2020 | 37.91% |
June 30, 2020 | 37.91% |
May 31, 2020 | 37.91% |
April 30, 2020 | 37.91% |
March 31, 2020 | 37.91% |
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
25.08%
Minimum
May 2019
37.91%
Maximum
Mar 2020
35.77%
Average
37.91%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
AGCO Corp | 54.07% |
Caterpillar Inc | 43.36% |
Alamo Group Inc | 42.47% |
Lockheed Martin Corp | 36.66% |
CNH Industrial NV | 65.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.762 |
Beta (5Y) | 1.045 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.60% |
Historical Sharpe Ratio (5Y) | 0.6014 |
Historical Sortino (5Y) | 1.030 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.52% |