Clean Energy Fuels Corp (CLNE)
2.31
-0.01
(-0.43%)
USD |
NASDAQ |
May 01, 16:00
2.315
0.00 (0.00%)
After-Hours: 20:00
Clean Energy Fuels Max Drawdown (5Y): 88.14% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.14% |
March 31, 2024 | 87.03% |
February 29, 2024 | 87.03% |
January 31, 2024 | 87.03% |
December 31, 2023 | 87.03% |
November 30, 2023 | 87.03% |
October 31, 2023 | 87.03% |
September 30, 2023 | 87.03% |
August 31, 2023 | 87.03% |
July 31, 2023 | 87.03% |
June 30, 2023 | 87.03% |
May 31, 2023 | 87.03% |
April 30, 2023 | 87.03% |
March 31, 2023 | 87.03% |
February 28, 2023 | 87.24% |
January 31, 2023 | 88.61% |
December 31, 2022 | 90.28% |
November 30, 2022 | 90.56% |
October 31, 2022 | 90.56% |
September 30, 2022 | 90.56% |
August 31, 2022 | 90.56% |
July 31, 2022 | 90.56% |
June 30, 2022 | 90.56% |
May 31, 2022 | 90.56% |
April 30, 2022 | 90.56% |
Date | Value |
---|---|
March 31, 2022 | 90.56% |
February 28, 2022 | 90.56% |
January 31, 2022 | 90.56% |
December 31, 2021 | 90.56% |
November 30, 2021 | 90.56% |
October 31, 2021 | 90.56% |
September 30, 2021 | 90.56% |
August 31, 2021 | 90.56% |
July 31, 2021 | 90.56% |
June 30, 2021 | 90.56% |
May 31, 2021 | 90.56% |
April 30, 2021 | 90.56% |
March 31, 2021 | 90.56% |
February 28, 2021 | 90.56% |
January 31, 2021 | 90.56% |
December 31, 2020 | 90.56% |
November 30, 2020 | 90.59% |
October 31, 2020 | 90.59% |
September 30, 2020 | 90.59% |
August 31, 2020 | 90.59% |
July 31, 2020 | 90.59% |
June 30, 2020 | 90.59% |
May 31, 2020 | 90.59% |
April 30, 2020 | 90.59% |
March 31, 2020 | 90.59% |
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
87.03%
Minimum
Mar 2023
90.59%
Maximum
May 2019
89.67%
Average
90.56%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Oil States International Inc | 96.10% |
Icahn Enterprises LP | 65.74% |
Vertex Energy Inc | 94.56% |
Aemetis Inc | 93.39% |
Superior Drilling Products Inc | 94.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -31.12 |
Beta (5Y) | 2.082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.88% |
Historical Sharpe Ratio (5Y) | -0.0912 |
Historical Sortino (5Y) | -0.2181 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.00% |