Core Laboratories Inc (CLB)
21.38
+1.07
(+5.27%)
USD |
NYSE |
Nov 21, 15:50
Core Laboratories Max Drawdown (5Y): 93.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 93.49% |
September 30, 2024 | 93.49% |
August 31, 2024 | 93.49% |
July 31, 2024 | 93.49% |
June 30, 2024 | 93.49% |
May 31, 2024 | 93.49% |
April 30, 2024 | 93.49% |
March 31, 2024 | 93.49% |
February 29, 2024 | 93.49% |
January 31, 2024 | 93.49% |
December 31, 2023 | 93.49% |
November 30, 2023 | 93.49% |
October 31, 2023 | 93.49% |
September 30, 2023 | 93.49% |
August 31, 2023 | 93.49% |
July 31, 2023 | 93.49% |
June 30, 2023 | 93.49% |
May 31, 2023 | 93.49% |
April 30, 2023 | 93.49% |
March 31, 2023 | 93.49% |
February 28, 2023 | 93.49% |
January 31, 2023 | 93.49% |
December 31, 2022 | 93.49% |
November 30, 2022 | 93.49% |
October 31, 2022 | 93.49% |
Date | Value |
---|---|
September 30, 2022 | 93.49% |
August 31, 2022 | 93.49% |
July 31, 2022 | 93.49% |
June 30, 2022 | 93.49% |
May 31, 2022 | 93.49% |
April 30, 2022 | 93.49% |
March 31, 2022 | 93.49% |
February 28, 2022 | 93.49% |
January 31, 2022 | 93.49% |
December 31, 2021 | 93.49% |
November 30, 2021 | 93.49% |
October 31, 2021 | 93.49% |
September 30, 2021 | 93.49% |
August 31, 2021 | 93.49% |
July 31, 2021 | 93.49% |
June 30, 2021 | 93.49% |
May 31, 2021 | 93.49% |
April 30, 2021 | 93.49% |
March 31, 2021 | 93.49% |
February 28, 2021 | 93.49% |
January 31, 2021 | 93.49% |
December 31, 2020 | 93.49% |
November 30, 2020 | 93.49% |
October 31, 2020 | 93.49% |
September 30, 2020 | 93.49% |
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
74.23%
Minimum
Nov 2019
93.49%
Maximum
Mar 2020
92.27%
Average
93.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
MPLX LP | 85.27% |
Archrock Inc | 84.86% |
Nine Energy Service Inc | -- |
VAALCO Energy Inc | 78.20% |
Baker Hughes Co | 85.48% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -48.05 |
Beta (5Y) | 2.353 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.90% |
Historical Sharpe Ratio (5Y) | -0.2329 |
Historical Sortino (5Y) | -0.3974 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.48% |