Calumet Inc (CLMT)

20.39 +0.09 (+0.44%) USD  |  NASDAQ  |  Dec 20, 16:00
20.39 0.00 (0.00%) After-Hours: 20:00
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Calumet Max Drawdown (5Y): 96.37% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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W&T Offshore Inc 88.92%
Vital Energy 97.86%
Diamondback Energy Inc 88.72%
Crescent Energy Co --
Evolution Petroleum Corp 80.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 20.93
Beta (5Y) 1.906
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 77.55%
Historical Sharpe Ratio (5Y) 0.5982
Historical Sortino (5Y) 0.9589
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.20%