CECO Environmental Corp (CECO)
30.20
+0.23
(+0.77%)
USD |
NASDAQ |
Nov 21, 16:00
30.20
0.00 (0.00%)
After-Hours: 20:00
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 | 75.97% |
| January 31, 2023 | 76.03% |
| December 31, 2022 | 76.03% |
| 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
Mar 2023
76.03%
Maximum
Nov 2019
75.40%
Average
76.03%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| 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) | 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% |