Clean Energy Technologies Inc (CETY)
1.405
+0.06
(+4.85%)
USD |
NASDAQ |
May 07, 11:22
Clean Energy Technologies Max Drawdown (5Y): 92.75% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 92.75% |
March 31, 2024 | 92.75% |
February 29, 2024 | 92.75% |
January 31, 2024 | 88.79% |
December 31, 2023 | 88.79% |
November 30, 2023 | 91.76% |
October 31, 2023 | 92.94% |
September 30, 2023 | 94.65% |
August 31, 2023 | 95.30% |
July 31, 2023 | 95.30% |
June 30, 2023 | 95.30% |
May 31, 2023 | 95.30% |
April 30, 2023 | 95.30% |
March 31, 2023 | 95.90% |
February 28, 2023 | 95.90% |
January 31, 2023 | 95.90% |
December 31, 2022 | 96.95% |
November 30, 2022 | 97.70% |
October 31, 2022 | 97.70% |
September 30, 2022 | 97.70% |
August 31, 2022 | 97.70% |
July 31, 2022 | 97.70% |
June 30, 2022 | 97.70% |
May 31, 2022 | 97.70% |
April 30, 2022 | 97.70% |
Date | Value |
---|---|
March 31, 2022 | 97.70% |
February 28, 2022 | 97.70% |
January 31, 2022 | 97.80% |
December 31, 2021 | 98.25% |
November 30, 2021 | 98.50% |
October 31, 2021 | 98.50% |
September 30, 2021 | 98.50% |
August 31, 2021 | 98.50% |
July 31, 2021 | 98.50% |
June 30, 2021 | 98.50% |
May 31, 2021 | 98.50% |
April 30, 2021 | 98.50% |
March 31, 2021 | 98.50% |
February 28, 2021 | 98.50% |
January 31, 2021 | 98.50% |
December 31, 2020 | 98.50% |
November 30, 2020 | 98.50% |
October 31, 2020 | 98.50% |
September 30, 2020 | 98.50% |
August 31, 2020 | 98.50% |
July 31, 2020 | 98.50% |
June 30, 2020 | 98.50% |
May 31, 2020 | 98.50% |
April 30, 2020 | 98.50% |
March 31, 2020 | 98.50% |
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
88.79%
Minimum
Dec 2023
98.50%
Maximum
May 2019
97.05%
Average
98.50%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Broadwind Inc | 87.35% |
CVD Equipment Corp | 84.75% |
Ocean Power Technologies Inc | 99.88% |
SIFCO Industries Inc | 92.43% |
Nuburu Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 9.478 |
Beta (5Y) | 0.262 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 159.3% |
Historical Sharpe Ratio (5Y) | 0.0778 |
Historical Sortino (5Y) | 0.2494 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 42.67% |