Clean Energy Fuels Corp (CLNE)
2.71
+0.09
(+3.44%)
USD |
NASDAQ |
Nov 21, 16:00
2.83
+0.12
(+4.43%)
After-Hours: 05:23
Clean Energy Fuels Max Drawdown (5Y): 89.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 89.48% |
September 30, 2024 | 89.48% |
August 31, 2024 | 89.48% |
July 31, 2024 | 89.48% |
June 30, 2024 | 89.48% |
May 31, 2024 | 89.48% |
April 30, 2024 | 89.48% |
March 31, 2024 | 89.48% |
February 29, 2024 | 89.48% |
January 31, 2024 | 89.48% |
December 31, 2023 | 89.48% |
November 30, 2023 | 89.48% |
October 31, 2023 | 89.48% |
September 30, 2023 | 89.48% |
August 31, 2023 | 89.48% |
July 31, 2023 | 89.48% |
June 30, 2023 | 89.48% |
May 31, 2023 | 89.48% |
April 30, 2023 | 89.48% |
March 31, 2023 | 89.48% |
February 28, 2023 | 90.54% |
January 31, 2023 | 90.68% |
December 31, 2022 | 90.68% |
November 30, 2022 | 90.68% |
October 31, 2022 | 90.68% |
Date | Value |
---|---|
September 30, 2022 | 90.68% |
August 31, 2022 | 90.68% |
July 31, 2022 | 90.68% |
June 30, 2022 | 90.68% |
May 31, 2022 | 90.68% |
April 30, 2022 | 90.68% |
March 31, 2022 | 90.68% |
February 28, 2022 | 90.68% |
January 31, 2022 | 90.68% |
December 31, 2021 | 90.68% |
November 30, 2021 | 90.68% |
October 31, 2021 | 90.68% |
September 30, 2021 | 90.68% |
August 31, 2021 | 90.68% |
July 31, 2021 | 90.68% |
June 30, 2021 | 90.68% |
May 31, 2021 | 90.68% |
April 30, 2021 | 90.68% |
March 31, 2021 | 90.68% |
February 28, 2021 | 90.68% |
January 31, 2021 | 90.68% |
December 31, 2020 | 90.68% |
November 30, 2020 | 90.68% |
October 31, 2020 | 90.68% |
September 30, 2020 | 90.68% |
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
89.48%
Minimum
Mar 2023
90.68%
Maximum
Nov 2019
90.28%
Average
90.68%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
Icahn Enterprises LP | 73.54% |
Geospace Technologies Corp | 80.96% |
Aemetis Inc | 93.39% |
ChampionX Corp | -- |
Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.08 |
Beta (5Y) | 2.123 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 86.57% |
Historical Sharpe Ratio (5Y) | 0.0269 |
Historical Sortino (5Y) | 0.0645 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.75% |