Clarus Corp (CLAR)
4.38
+0.10
(+2.34%)
USD |
NASDAQ |
Nov 21, 16:00
4.385
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 | 58.75% |
June 30, 2022 | 58.75% |
May 31, 2022 | 58.75% |
April 30, 2022 | 64.45% |
March 31, 2022 | 65.12% |
February 28, 2022 | 65.12% |
January 31, 2022 | 65.12% |
December 31, 2021 | 65.12% |
November 30, 2021 | 65.12% |
October 31, 2021 | 66.80% |
September 30, 2021 | 67.14% |
August 31, 2021 | 68.61% |
July 31, 2021 | 72.17% |
June 30, 2021 | 72.17% |
May 31, 2021 | 73.04% |
April 30, 2021 | 73.17% |
March 31, 2021 | 73.17% |
February 28, 2021 | 73.17% |
January 31, 2021 | 73.17% |
December 31, 2020 | 73.44% |
November 30, 2020 | 73.44% |
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
Aug 2022
86.65%
Maximum
Sep 2024
73.82%
Average
73.44%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Vista Outdoor Inc | 90.92% |
Escalade Inc | 71.25% |
Johnson Outdoors Inc | 77.79% |
Connexa Sports Technologies Inc | -- |
Peloton Interactive Inc | -- |
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% |