Clarus Corp (CLAR)
6.99
-0.02
(-0.29%)
USD |
NASDAQ |
May 07, 13:14
Clarus Max Drawdown (5Y): 83.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 73.44% |
July 31, 2020 | 73.44% |
June 30, 2020 | 73.44% |
May 31, 2020 | 73.44% |
April 30, 2020 | 73.44% |
March 31, 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
83.87%
Maximum
Nov 2023
72.06%
Average
73.44%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Acushnet Holdings Corp | 35.44% |
Johnson Outdoors Inc | 71.74% |
Escalade Inc | 71.25% |
Connexa Sports Technologies Inc | -- |
Peloton Interactive Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.31 |
Beta (5Y) | 0.8956 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.76% |
Historical Sharpe Ratio (5Y) | -0.321 |
Historical Sortino (5Y) | -0.4357 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.71% |