Calumet Inc (CLMT)
19.97
+0.02
(+0.10%)
USD |
NASDAQ |
Nov 14, 12:51
Calumet Max Drawdown (5Y): 96.37% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.37% |
| September 30, 2024 | 96.37% |
| August 31, 2024 | 96.37% |
| July 31, 2024 | 96.37% |
| June 30, 2024 | 96.37% |
| May 31, 2024 | 96.37% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
96.37%
Maximum
Mar 2020
96.12%
Average
96.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Comstock Resources Inc | 79.55% |
| W&T Offshore Inc | 88.92% |
| Vital Energy | 97.86% |
| Diamondback Energy Inc | 88.72% |
| Crescent Energy Co | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 16.50 |
| Beta (5Y) | 1.899 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.97% |
| Historical Sharpe Ratio (5Y) | 0.526 |
| Historical Sortino (5Y) | 0.8454 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.20% |