Clean Harbors Inc (CLH)
194.85
-1.15
(-0.59%)
USD |
NYSE |
Apr 25, 12:31
Clean Harbors Max Drawdown (5Y): 64.51% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 64.51% |
July 31, 2020 | 64.51% |
June 30, 2020 | 64.51% |
May 31, 2020 | 64.51% |
April 30, 2020 | 64.51% |
March 31, 2020 | 64.51% |
February 29, 2020 | 44.03% |
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
Apr 2019
64.51%
Maximum
Mar 2020
60.76%
Average
64.51%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Waste Management Inc | 30.06% |
Plastic2Oil Inc | 99.23% |
Pacific Green Technologies Inc | 93.52% |
Avalon Holdings Corp | 88.49% |
374Water Inc | 99.90% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 4.842 |
Beta (5Y) | 1.237 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.19% |
Historical Sharpe Ratio (5Y) | 0.5966 |
Historical Sortino (5Y) | 0.6899 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.21% |