Clean Energy Fuels Corp (CLNE)
2.21
-0.03
(-1.34%)
USD |
NASDAQ |
Apr 19, 16:00
2.21
0.00 (0.00%)
After-Hours: 18:39
Clean Energy Fuels Max Drawdown (5Y): 87.03% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.03% |
| February 29, 2024 | 87.03% |
| January 31, 2024 | 87.03% |
| December 31, 2023 | 87.03% |
| November 30, 2023 | 87.03% |
| October 31, 2023 | 87.03% |
| September 30, 2023 | 87.03% |
| August 31, 2023 | 87.03% |
| July 31, 2023 | 87.03% |
| June 30, 2023 | 87.03% |
| May 31, 2023 | 87.03% |
| April 30, 2023 | 87.03% |
| March 31, 2023 | 87.03% |
| February 28, 2023 | 87.24% |
| January 31, 2023 | 88.61% |
| December 31, 2022 | 90.28% |
| November 30, 2022 | 90.56% |
| October 31, 2022 | 90.56% |
| September 30, 2022 | 90.56% |
| August 31, 2022 | 90.56% |
| July 31, 2022 | 90.56% |
| June 30, 2022 | 90.56% |
| May 31, 2022 | 90.56% |
| April 30, 2022 | 90.56% |
| March 31, 2022 | 90.56% |
| Date | Value |
|---|---|
| February 28, 2022 | 90.56% |
| January 31, 2022 | 90.56% |
| December 31, 2021 | 90.56% |
| November 30, 2021 | 90.56% |
| October 31, 2021 | 90.56% |
| September 30, 2021 | 90.56% |
| August 31, 2021 | 90.56% |
| July 31, 2021 | 90.56% |
| June 30, 2021 | 90.56% |
| May 31, 2021 | 90.56% |
| April 30, 2021 | 90.56% |
| March 31, 2021 | 90.56% |
| February 28, 2021 | 90.56% |
| January 31, 2021 | 90.56% |
| December 31, 2020 | 90.56% |
| November 30, 2020 | 90.59% |
| October 31, 2020 | 90.59% |
| September 30, 2020 | 90.59% |
| August 31, 2020 | 90.59% |
| July 31, 2020 | 90.59% |
| June 30, 2020 | 90.59% |
| May 31, 2020 | 90.59% |
| April 30, 2020 | 90.59% |
| March 31, 2020 | 90.59% |
| February 29, 2020 | 90.59% |
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
87.03%
Minimum
Mar 2023
90.59%
Maximum
Apr 2019
89.71%
Average
90.56%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Icahn Enterprises LP | 65.74% |
| Geospace Technologies Corp | 80.96% |
| Vertex Energy Inc | 93.56% |
| Aemetis Inc | 93.39% |
| Superior Drilling Products Inc | 94.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.69 |
| Beta (5Y) | 2.059 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.95% |
| Historical Sharpe Ratio (5Y) | -0.0552 |
| Historical Sortino (5Y) | -0.1321 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.00% |