Correlate Energy Corp (CIPI)
0.04
0.00 (0.00%)
USD |
OTCM |
Mar 28, 16:00
Correlate Energy Max Drawdown (5Y): 98.23% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
| Innovate Corp | 92.99% |
| ParkVida Group Inc | 96.90% |
| Social Detention Inc | 99.58% |
| TopBuild Corp | 52.26% |
| Acuren Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.76 |
| Beta (5Y) | -0.3185 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 215.8% |
| Historical Sharpe Ratio (5Y) | -0.2564 |
| Historical Sortino (5Y) | -0.762 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 60.00% |