Capstone Green Energy Corp (CGRN)
1.22
-0.02
(-1.61%)
USD |
NASDAQ |
Jun 05, 16:00
1.22
0.00 (0.00%)
After-Hours: 16:52
Capstone Green Energy Max Drawdown (5Y): 99.09% for May 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| May 31, 2023 | 99.09% |
| April 30, 2023 | 99.09% |
| March 31, 2023 | 99.09% |
| February 28, 2023 | 99.09% |
| January 31, 2023 | 99.09% |
| December 31, 2022 | 99.09% |
| November 30, 2022 | 99.09% |
| October 31, 2022 | 99.09% |
| September 30, 2022 | 99.09% |
| August 31, 2022 | 99.09% |
| July 31, 2022 | 99.09% |
| June 30, 2022 | 99.09% |
| May 31, 2022 | 99.09% |
| April 30, 2022 | 99.09% |
| March 31, 2022 | 99.09% |
| February 28, 2022 | 99.09% |
| January 31, 2022 | 99.09% |
| December 31, 2021 | 99.09% |
| November 30, 2021 | 99.09% |
| October 31, 2021 | 99.09% |
| September 30, 2021 | 99.09% |
| August 31, 2021 | 99.09% |
| July 31, 2021 | 99.09% |
| June 30, 2021 | 99.09% |
| May 31, 2021 | 99.09% |
| Date | Value |
|---|---|
| April 30, 2021 | 99.09% |
| March 31, 2021 | 99.09% |
| February 28, 2021 | 99.09% |
| January 31, 2021 | 99.09% |
| December 31, 2020 | 99.09% |
| November 30, 2020 | 99.09% |
| October 31, 2020 | 99.09% |
| September 30, 2020 | 99.09% |
| August 31, 2020 | 99.09% |
| July 31, 2020 | 99.09% |
| June 30, 2020 | 99.09% |
| May 31, 2020 | 99.09% |
| April 30, 2020 | 99.09% |
| March 31, 2020 | 99.09% |
| February 29, 2020 | 98.86% |
| January 31, 2020 | 98.86% |
| December 31, 2019 | 98.86% |
| November 30, 2019 | 98.86% |
| October 31, 2019 | 98.86% |
| September 30, 2019 | 98.86% |
| August 31, 2019 | 98.86% |
| July 31, 2019 | 98.86% |
| June 30, 2019 | 98.86% |
| May 31, 2019 | 98.86% |
| April 30, 2019 | 98.86% |
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
98.82%
Minimum
Jun 2018
99.09%
Maximum
Mar 2020
99.00%
Average
99.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| NuScale Power Corp | -- |
| Cummins Inc | 44.05% |
| Twin Disc Inc | 84.84% |
| Bloom Energy Corp | -- |
| Solid Power Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -62.63 |
| Beta (5Y) | 2.132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.2% |
| Historical Sharpe Ratio (5Y) | -0.1488 |
| Historical Sortino (5Y) | -0.36 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.24% |