Core Laboratories Inc (CLB)
11.60
-0.47
(-3.89%)
USD |
NYSE |
Apr 24, 16:00
11.60
0.00 (0.00%)
After-Hours: 20:00
Core Laboratories Max Drawdown (5Y): 92.14% for March 31, 2025
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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
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Max Drawdown (5Y) Benchmarks
| ProPetro Holding Corp | 88.69% |
| Liberty Energy Inc | 89.08% |
| US Energy Corp | 96.29% |
| Baker Hughes Co | 83.87% |
| ProFrac Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.58 |
| Beta (5Y) | 1.994 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.75% |
| Historical Sharpe Ratio (5Y) | 0.0874 |
| Historical Sortino (5Y) | 0.1894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.03% |