Clarus Corp (CLAR)
4.43
-0.03
(-0.67%)
USD |
NASDAQ |
Nov 04, 16:00
4.435
0.00 (0.00%)
After-Hours: 20:00
Clarus Max Drawdown (5Y): 86.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.65% |
| September 30, 2024 | 86.65% |
| August 31, 2024 | 85.82% |
| July 31, 2024 | 83.87% |
| June 30, 2024 | 83.87% |
| May 31, 2024 | 83.87% |
| April 30, 2024 | 83.87% |
| March 31, 2024 | 83.87% |
| February 29, 2024 | 83.87% |
| January 31, 2024 | 83.87% |
| December 31, 2023 | 83.87% |
| November 30, 2023 | 83.87% |
| October 31, 2023 | 82.41% |
| September 30, 2023 | 78.30% |
| August 31, 2023 | 76.85% |
| July 31, 2023 | 76.85% |
| June 30, 2023 | 76.85% |
| May 31, 2023 | 76.85% |
| April 30, 2023 | 76.85% |
| March 31, 2023 | 76.85% |
| February 28, 2023 | 76.85% |
| January 31, 2023 | 76.85% |
| December 31, 2022 | 76.85% |
| November 30, 2022 | 76.14% |
| October 31, 2022 | 62.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.71% |
| August 31, 2022 | 56.41% |
| July 31, 2022 | 56.41% |
| June 30, 2022 | 56.41% |
| May 31, 2022 | 58.75% |
| April 30, 2022 | 58.75% |
| March 31, 2022 | 58.75% |
| February 28, 2022 | 64.45% |
| January 31, 2022 | 65.12% |
| December 31, 2021 | 65.12% |
| November 30, 2021 | 65.12% |
| October 31, 2021 | 65.12% |
| September 30, 2021 | 65.12% |
| August 31, 2021 | 65.12% |
| July 31, 2021 | 67.14% |
| June 30, 2021 | 68.81% |
| May 31, 2021 | 72.17% |
| April 30, 2021 | 72.17% |
| March 31, 2021 | 73.04% |
| February 28, 2021 | 73.17% |
| January 31, 2021 | 73.17% |
| December 31, 2020 | 73.17% |
| November 30, 2020 | 73.17% |
| October 31, 2020 | 73.44% |
| September 30, 2020 | 73.44% |
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
56.41%
Minimum
Jun 2022
86.65%
Maximum
Sep 2024
73.23%
Average
73.44%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Johnson Outdoors Inc | 77.79% |
| Vista Outdoor Inc | 90.92% |
| Acushnet Holdings Corp | 35.44% |
| Escalade Inc | 71.25% |
| Connexa Sports Technologies Inc | 99.99% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.27 |
| Beta (5Y) | 0.8323 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.04% |
| Historical Sharpe Ratio (5Y) | -0.4481 |
| Historical Sortino (5Y) | -0.6245 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.35% |