CONSOL Energy Inc (CEIX)
132.18
-0.46
(-0.35%)
USD |
NYSE |
Nov 22, 11:09
CONSOL Energy Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| 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) | 30.49 |
| Beta (5Y) | 1.734 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.08% |
| Historical Sharpe Ratio (5Y) | 0.7766 |
| Historical Sortino (5Y) | 1.407 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.72% |