Energy Services of America Corp (ESOA)
8.00
+0.18
(+2.30%)
USD |
NASDAQ |
May 07, 16:00
7.90
-0.10
(-1.25%)
After-Hours: 04:51
Energy Services of America Max Drawdown (5Y): 64.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 64.52% |
March 31, 2024 | 64.52% |
February 29, 2024 | 66.27% |
January 31, 2024 | 66.27% |
December 31, 2023 | 66.27% |
November 30, 2023 | 66.27% |
October 31, 2023 | 66.27% |
September 30, 2023 | 66.27% |
August 31, 2023 | 66.27% |
July 31, 2023 | 66.27% |
June 30, 2023 | 66.27% |
May 31, 2023 | 66.27% |
April 30, 2023 | 66.27% |
March 31, 2023 | 66.27% |
February 28, 2023 | 66.27% |
January 31, 2023 | 66.33% |
December 31, 2022 | 66.33% |
November 30, 2022 | 72.03% |
October 31, 2022 | 72.03% |
September 30, 2022 | 72.03% |
August 31, 2022 | 72.03% |
July 31, 2022 | 72.03% |
June 30, 2022 | 72.03% |
May 31, 2022 | 72.03% |
April 30, 2022 | 72.03% |
Date | Value |
---|---|
March 31, 2022 | 72.03% |
February 28, 2022 | 72.03% |
January 31, 2022 | 72.03% |
December 31, 2021 | 72.03% |
November 30, 2021 | 72.03% |
October 31, 2021 | 72.03% |
September 30, 2021 | 72.03% |
August 31, 2021 | 72.03% |
July 31, 2021 | 72.03% |
June 30, 2021 | 72.03% |
May 31, 2021 | 72.03% |
April 30, 2021 | 72.03% |
March 31, 2021 | 72.03% |
February 28, 2021 | 72.03% |
January 31, 2021 | 72.03% |
December 31, 2020 | 72.03% |
November 30, 2020 | 72.03% |
October 31, 2020 | 72.03% |
September 30, 2020 | 76.73% |
August 31, 2020 | 79.68% |
July 31, 2020 | 79.68% |
June 30, 2020 | 79.68% |
May 31, 2020 | 79.68% |
April 30, 2020 | 79.68% |
March 31, 2020 | 79.68% |
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
64.52%
Minimum
Mar 2024
79.68%
Maximum
May 2019
72.46%
Average
72.03%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Argan Inc | 55.29% |
Dycom Industries Inc | 89.01% |
MasTec Inc | 67.92% |
MYR Group Inc | 61.52% |
Shimmick Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 35.07 |
Beta (5Y) | 0.8645 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.31% |
Historical Sharpe Ratio (5Y) | 0.5498 |
Historical Sortino (5Y) | 1.758 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.70% |