CECO Environmental Corp (CECO)

29.51 +0.01 (+0.03%) USD  |  NASDAQ  |  Dec 20, 16:00
29.50 -0.01 (-0.03%) After-Hours: 20:00
More

CECO Environmental Max Drawdown (5Y): 74.13% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CECO.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Donaldson Co Inc 42.72%
Fuel Tech Inc 87.46%
Kronos Advanced Technologies Inc 99.69%
AAON Inc 42.39%
Limbach Holdings Inc 84.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 11.20
Beta (5Y) 1.409
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.93%
Historical Sharpe Ratio (5Y) 0.6012
Historical Sortino (5Y) 1.135
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.58%