CONSOL Energy Inc (CEIX)

104.27 -0.59 (-0.56%) USD  |  NYSE  |  Dec 24, 13:00
103.92 -0.35 (-0.34%) After-Hours: 13:51
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CONSOL Energy Max Drawdown (5Y): 92.21% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Archrock Inc 84.86%
Targa Resources Corp 93.41%
MPLX LP 85.27%
USA Compression Partners LP 78.95%
ProFrac Holding Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 35.67
Beta (5Y) 1.764
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 66.79%
Historical Sharpe Ratio (5Y) 0.8869
Historical Sortino (5Y) 1.64
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.79%