ChargePoint Holdings Inc (CHPT)
1.135
0.00 (0.00%)
USD |
NYSE |
Nov 22, 09:32
ChargePoint Holdings 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Bowlin Travel Centers Inc | 45.31% |
| Valvoline Inc | 62.45% |
| CDTi Advanced Materials Inc | 99.87% |
| Driven Brands Holdings Inc | -- |
| Mister Car Wash Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -58.53 |
| Beta (5Y) | 1.702 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.45% |
| Historical Sharpe Ratio (5Y) | -0.4088 |
| Historical Sortino (5Y) | -0.9415 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.24% |