Clean Harbors Inc (CLH)
252.50
+2.47
(+0.99%)
USD |
NYSE |
Nov 22, 16:00
252.46
-0.04
(-0.02%)
After-Hours: 20:00
Clean Harbors Max Drawdown (5Y): 64.51% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.51% |
| September 30, 2024 | 64.51% |
| August 31, 2024 | 64.51% |
| July 31, 2024 | 64.51% |
| June 30, 2024 | 64.51% |
| May 31, 2024 | 64.51% |
| April 30, 2024 | 64.51% |
| March 31, 2024 | 64.51% |
| February 29, 2024 | 64.51% |
| January 31, 2024 | 64.51% |
| December 31, 2023 | 64.51% |
| November 30, 2023 | 64.51% |
| October 31, 2023 | 64.51% |
| September 30, 2023 | 64.51% |
| August 31, 2023 | 64.51% |
| July 31, 2023 | 64.51% |
| June 30, 2023 | 64.51% |
| May 31, 2023 | 64.51% |
| April 30, 2023 | 64.51% |
| March 31, 2023 | 64.51% |
| February 28, 2023 | 64.51% |
| January 31, 2023 | 64.51% |
| December 31, 2022 | 64.51% |
| November 30, 2022 | 64.51% |
| October 31, 2022 | 64.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.51% |
| August 31, 2022 | 64.51% |
| July 31, 2022 | 64.51% |
| June 30, 2022 | 64.51% |
| May 31, 2022 | 64.51% |
| April 30, 2022 | 64.51% |
| March 31, 2022 | 64.51% |
| February 28, 2022 | 64.51% |
| January 31, 2022 | 64.51% |
| December 31, 2021 | 64.51% |
| November 30, 2021 | 64.51% |
| October 31, 2021 | 64.51% |
| September 30, 2021 | 64.51% |
| August 31, 2021 | 64.51% |
| July 31, 2021 | 64.51% |
| June 30, 2021 | 64.51% |
| May 31, 2021 | 64.51% |
| April 30, 2021 | 64.51% |
| March 31, 2021 | 64.51% |
| February 28, 2021 | 64.51% |
| January 31, 2021 | 64.51% |
| December 31, 2020 | 64.51% |
| November 30, 2020 | 64.51% |
| October 31, 2020 | 64.51% |
| September 30, 2020 | 64.51% |
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
44.03%
Minimum
Nov 2019
64.51%
Maximum
Mar 2020
63.15%
Average
64.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Waste Management Inc | 30.06% |
| Quest Resource Holding Corp | 89.23% |
| Casella Waste Systems Inc | 34.96% |
| Perma-Fix Environmental Services Inc | 65.61% |
| Plastic2Oil Inc | 99.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.007 |
| Beta (5Y) | 1.204 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.06% |
| Historical Sharpe Ratio (5Y) | 0.5859 |
| Historical Sortino (5Y) | 0.6636 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |