Calumet Specialty Products Partners LP (CLMT)
16.06
+0.40
(+2.55%)
USD |
NASDAQ |
May 02, 14:42
Calumet Specialty Products Partners Max Drawdown (5Y): 96.37% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.37% |
March 31, 2024 | 96.37% |
February 29, 2024 | 96.37% |
January 31, 2024 | 96.37% |
December 31, 2023 | 96.37% |
November 30, 2023 | 96.37% |
October 31, 2023 | 96.37% |
September 30, 2023 | 96.37% |
August 31, 2023 | 96.37% |
July 31, 2023 | 96.37% |
June 30, 2023 | 96.37% |
May 31, 2023 | 96.37% |
April 30, 2023 | 96.37% |
March 31, 2023 | 96.37% |
February 28, 2023 | 96.37% |
January 31, 2023 | 96.37% |
December 31, 2022 | 96.37% |
November 30, 2022 | 96.37% |
October 31, 2022 | 96.37% |
September 30, 2022 | 96.37% |
August 31, 2022 | 96.37% |
July 31, 2022 | 96.37% |
June 30, 2022 | 96.37% |
May 31, 2022 | 96.37% |
April 30, 2022 | 96.37% |
Date | Value |
---|---|
March 31, 2022 | 96.37% |
February 28, 2022 | 96.37% |
January 31, 2022 | 96.37% |
December 31, 2021 | 96.37% |
November 30, 2021 | 96.37% |
October 31, 2021 | 96.37% |
September 30, 2021 | 96.37% |
August 31, 2021 | 96.37% |
July 31, 2021 | 96.37% |
June 30, 2021 | 96.37% |
May 31, 2021 | 96.37% |
April 30, 2021 | 96.37% |
March 31, 2021 | 96.37% |
February 28, 2021 | 96.37% |
January 31, 2021 | 96.37% |
December 31, 2020 | 96.37% |
November 30, 2020 | 96.37% |
October 31, 2020 | 96.37% |
September 30, 2020 | 96.37% |
August 31, 2020 | 96.37% |
July 31, 2020 | 96.37% |
June 30, 2020 | 96.37% |
May 31, 2020 | 96.37% |
April 30, 2020 | 96.37% |
March 31, 2020 | 96.37% |
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
92.64%
Minimum
May 2019
96.37%
Maximum
Mar 2020
95.75%
Average
96.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Cross Timbers Royalty Trust | 71.05% |
Exxon Mobil Corp | 61.33% |
Evolution Petroleum Corp | 80.49% |
Houston American Energy Corp | 91.28% |
Tellurian Inc | 96.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.69 |
Beta (5Y) | 1.751 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.75% |
Historical Sharpe Ratio (5Y) | 0.4326 |
Historical Sortino (5Y) | 0.7094 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.86% |