Energy Recovery Inc (ERII)
13.64
+0.60
(+4.60%)
USD |
NASDAQ |
May 03, 16:00
13.00
-0.64
(-4.69%)
After-Hours: 20:00
Energy Recovery Max Drawdown (5Y): 60.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 60.24% |
| March 31, 2024 | 60.24% |
| February 29, 2024 | 60.24% |
| January 31, 2024 | 60.24% |
| December 31, 2023 | 60.24% |
| November 30, 2023 | 60.24% |
| October 31, 2023 | 60.24% |
| September 30, 2023 | 60.98% |
| August 31, 2023 | 60.98% |
| July 31, 2023 | 60.98% |
| June 30, 2023 | 60.98% |
| May 31, 2023 | 60.98% |
| April 30, 2023 | 60.98% |
| March 31, 2023 | 60.98% |
| February 28, 2023 | 60.98% |
| January 31, 2023 | 60.98% |
| December 31, 2022 | 60.98% |
| November 30, 2022 | 60.98% |
| October 31, 2022 | 60.98% |
| September 30, 2022 | 60.98% |
| August 31, 2022 | 60.98% |
| July 31, 2022 | 60.98% |
| June 30, 2022 | 60.98% |
| May 31, 2022 | 62.20% |
| April 30, 2022 | 62.20% |
| Date | Value |
|---|---|
| March 31, 2022 | 62.20% |
| February 28, 2022 | 62.20% |
| January 31, 2022 | 62.20% |
| December 31, 2021 | 62.20% |
| November 30, 2021 | 62.20% |
| October 31, 2021 | 62.20% |
| September 30, 2021 | 62.20% |
| August 31, 2021 | 62.20% |
| July 31, 2021 | 62.20% |
| June 30, 2021 | 62.20% |
| May 31, 2021 | 62.20% |
| April 30, 2021 | 62.20% |
| March 31, 2021 | 62.20% |
| February 28, 2021 | 62.20% |
| January 31, 2021 | 62.20% |
| December 31, 2020 | 62.20% |
| November 30, 2020 | 62.20% |
| October 31, 2020 | 62.20% |
| September 30, 2020 | 62.20% |
| August 31, 2020 | 62.20% |
| July 31, 2020 | 68.32% |
| June 30, 2020 | 72.49% |
| May 31, 2020 | 72.49% |
| April 30, 2020 | 72.49% |
| March 31, 2020 | 72.49% |
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
60.24%
Minimum
Oct 2023
72.49%
Maximum
May 2019
64.15%
Average
62.20%
Median
Aug 2020
Max Drawdown (5Y) Benchmarks
| Conair Corp | 65.80% |
| Chicago Rivet & Machine Co | 58.85% |
| CPI Aerostructures Inc | 92.55% |
| Ault Alliance Inc | 100.00% |
| Espey Manufacturing & Electronics Corp | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -7.193 |
| Beta (5Y) | 1.26 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.48% |
| Historical Sharpe Ratio (5Y) | 0.1692 |
| Historical Sortino (5Y) | 0.2653 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.12% |