REV Group Inc (REVG)
23.25
+0.17
(+0.74%)
USD |
NYSE |
May 03, 16:00
23.29
+0.04
(+0.17%)
Pre-Market: 20:00
REV Group Max Drawdown (5Y): 88.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 88.07% |
March 31, 2024 | 88.07% |
February 29, 2024 | 88.07% |
January 31, 2024 | 88.07% |
December 31, 2023 | 88.07% |
November 30, 2023 | 88.07% |
October 31, 2023 | 88.07% |
September 30, 2023 | 88.07% |
August 31, 2023 | 88.07% |
July 31, 2023 | 88.07% |
June 30, 2023 | 88.07% |
May 31, 2023 | 88.07% |
April 30, 2023 | 88.07% |
March 31, 2023 | 88.07% |
February 28, 2023 | 88.07% |
January 31, 2023 | 88.07% |
December 31, 2022 | 88.07% |
November 30, 2022 | 88.07% |
October 31, 2022 | 88.07% |
September 30, 2022 | 88.07% |
August 31, 2022 | 88.07% |
July 31, 2022 | 88.07% |
June 30, 2022 | 88.07% |
May 31, 2022 | 88.07% |
April 30, 2022 | 88.07% |
Date | Value |
---|---|
March 31, 2022 | 88.07% |
February 28, 2022 | 88.07% |
January 31, 2022 | 88.07% |
December 31, 2021 | 88.07% |
November 30, 2021 | 88.07% |
October 31, 2021 | 88.07% |
September 30, 2021 | 88.07% |
August 31, 2021 | 88.07% |
July 31, 2021 | 88.07% |
June 30, 2021 | 88.07% |
May 31, 2021 | 88.07% |
April 30, 2021 | 88.07% |
March 31, 2021 | 88.07% |
February 28, 2021 | 88.07% |
January 31, 2021 | 88.07% |
December 31, 2020 | 88.07% |
November 30, 2020 | 88.07% |
October 31, 2020 | 88.07% |
September 30, 2020 | 88.07% |
August 31, 2020 | 88.07% |
July 31, 2020 | 88.07% |
June 30, 2020 | 88.07% |
May 31, 2020 | 88.07% |
April 30, 2020 | 88.07% |
March 31, 2020 | 88.07% |
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
78.55%
Minimum
May 2019
88.07%
Maximum
Mar 2020
86.48%
Average
88.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Deere & Co | 37.91% |
Nikola Corp | 99.32% |
Art's-Way Manufacturing Co Inc | 75.24% |
Ideanomics Inc | 99.88% |
CEA Industries Inc | 98.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.975 |
Beta (5Y) | 1.675 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.56% |
Historical Sharpe Ratio (5Y) | 0.2598 |
Historical Sortino (5Y) | 0.4409 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.89% |