CECO Environmental Corp (CECO)
22.78
-0.69
(-2.94%)
USD |
NASDAQ |
Nov 04, 16:00
22.75
-0.03
(-0.13%)
After-Hours: 07:44
CECO Environmental Max Drawdown (5Y): 74.13% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 74.13% |
September 30, 2024 | 74.13% |
August 31, 2024 | 74.13% |
July 31, 2024 | 74.13% |
June 30, 2024 | 74.13% |
May 31, 2024 | 74.13% |
April 30, 2024 | 74.13% |
March 31, 2024 | 74.13% |
February 29, 2024 | 74.13% |
January 31, 2024 | 74.13% |
December 31, 2023 | 74.13% |
November 30, 2023 | 74.13% |
October 31, 2023 | 74.13% |
September 30, 2023 | 74.13% |
August 31, 2023 | 74.13% |
July 31, 2023 | 74.13% |
June 30, 2023 | 74.13% |
May 31, 2023 | 74.13% |
April 30, 2023 | 74.13% |
March 31, 2023 | 74.13% |
February 28, 2023 | 74.13% |
January 31, 2023 | 74.13% |
December 31, 2022 | 75.97% |
November 30, 2022 | 76.03% |
October 31, 2022 | 76.03% |
Date | Value |
---|---|
September 30, 2022 | 76.03% |
August 31, 2022 | 76.03% |
July 31, 2022 | 76.03% |
June 30, 2022 | 76.03% |
May 31, 2022 | 76.03% |
April 30, 2022 | 76.03% |
March 31, 2022 | 76.03% |
February 28, 2022 | 76.03% |
January 31, 2022 | 76.03% |
December 31, 2021 | 76.03% |
November 30, 2021 | 76.03% |
October 31, 2021 | 76.03% |
September 30, 2021 | 76.03% |
August 31, 2021 | 76.03% |
July 31, 2021 | 76.03% |
June 30, 2021 | 76.03% |
May 31, 2021 | 76.03% |
April 30, 2021 | 76.03% |
March 31, 2021 | 76.03% |
February 28, 2021 | 76.03% |
January 31, 2021 | 76.03% |
December 31, 2020 | 76.03% |
November 30, 2020 | 76.03% |
October 31, 2020 | 76.03% |
September 30, 2020 | 76.03% |
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
74.13%
Minimum
Jan 2023
76.03%
Maximum
Nov 2019
75.33%
Average
76.03%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Donaldson Co Inc | 42.72% |
Fuel Tech Inc | 86.07% |
Kronos Advanced Technologies Inc | 99.69% |
AAON Inc | 42.39% |
Limbach Holdings Inc | 84.10% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 8.457 |
Beta (5Y) | 1.350 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.46% |
Historical Sharpe Ratio (5Y) | 0.5233 |
Historical Sortino (5Y) | 0.9788 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.46% |