Core Laboratories Inc (CLB)
19.31
+0.41
(+2.17%)
USD |
NYSE |
Nov 04, 16:00
19.32
+0.01
(+0.05%)
Pre-Market: 20:00
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
71.79%
Minimum
Nov 2019
93.49%
Maximum
Mar 2020
92.15%
Average
93.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| MPLX LP | 84.60% |
| Archrock Inc | 84.86% |
| Nine Energy Service Inc | 99.03% |
| VAALCO Energy Inc | 78.20% |
| Baker Hughes Co | 84.99% |
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% |