Civeo Corp (CVEO)
25.00
-0.83
(-3.21%)
USD |
NYSE |
Apr 26, 16:00
25.08
+0.08
(+0.32%)
After-Hours: 20:00
Civeo Max Drawdown (5Y): 94.60% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.60% |
| February 29, 2024 | 94.66% |
| January 31, 2024 | 94.66% |
| December 31, 2023 | 94.66% |
| November 30, 2023 | 94.66% |
| October 31, 2023 | 94.66% |
| September 30, 2023 | 95.82% |
| August 31, 2023 | 95.82% |
| July 31, 2023 | 95.82% |
| June 30, 2023 | 95.82% |
| May 31, 2023 | 95.82% |
| April 30, 2023 | 95.82% |
| March 31, 2023 | 95.82% |
| February 28, 2023 | 95.82% |
| January 31, 2023 | 95.82% |
| December 31, 2022 | 95.82% |
| November 30, 2022 | 95.82% |
| October 31, 2022 | 95.82% |
| September 30, 2022 | 95.82% |
| August 31, 2022 | 95.82% |
| July 31, 2022 | 95.82% |
| June 30, 2022 | 95.82% |
| May 31, 2022 | 95.82% |
| April 30, 2022 | 95.82% |
| March 31, 2022 | 95.82% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.82% |
| January 31, 2022 | 95.82% |
| December 31, 2021 | 95.82% |
| November 30, 2021 | 95.82% |
| October 31, 2021 | 95.82% |
| September 30, 2021 | 95.82% |
| August 31, 2021 | 95.82% |
| July 31, 2021 | 95.97% |
| June 30, 2021 | 96.33% |
| May 31, 2021 | 96.33% |
| April 30, 2021 | 96.33% |
| March 31, 2021 | 96.33% |
| February 28, 2021 | 96.33% |
| January 31, 2021 | 96.33% |
| December 31, 2020 | 96.33% |
| November 30, 2020 | 97.09% |
| October 31, 2020 | 97.09% |
| September 30, 2020 | 97.09% |
| August 31, 2020 | 97.09% |
| July 31, 2020 | 97.09% |
| June 30, 2020 | 97.09% |
| May 31, 2020 | 97.09% |
| April 30, 2020 | 97.09% |
| March 31, 2020 | 97.09% |
| February 29, 2020 | 97.09% |
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
94.60%
Minimum
Mar 2024
97.09%
Maximum
Apr 2019
96.19%
Average
95.82%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Automatic Data Processing Inc | 39.40% |
| Cass Information Systems Inc | 50.90% |
| Cintas Corp | 48.38% |
| Paychex Inc | 44.15% |
| Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -28.42 |
| Beta (5Y) | 2.175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.74% |
| Historical Sharpe Ratio (5Y) | -0.0004 |
| Historical Sortino (5Y) | -0.0007 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.90% |