Clarivate PLC (CLVT)
6.45
-0.16
(-2.42%)
USD |
NYSE |
Nov 04, 16:00
6.46
+0.01
(+0.16%)
After-Hours: 20:00
Clarivate Max Drawdown (5Y): 84.85% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 84.85% |
| August 31, 2024 | 84.85% |
| July 31, 2024 | 84.13% |
| June 30, 2024 | 84.13% |
| May 31, 2024 | 83.24% |
| April 30, 2024 | 81.51% |
| March 31, 2024 | 81.51% |
| February 29, 2024 | 81.51% |
| January 31, 2024 | 81.51% |
| December 31, 2023 | 81.51% |
| November 30, 2023 | 81.51% |
| October 31, 2023 | 81.51% |
| September 30, 2023 | 80.32% |
| August 31, 2023 | 80.32% |
| July 31, 2023 | 78.20% |
| June 30, 2023 | 78.20% |
| May 31, 2023 | 78.20% |
| April 30, 2023 | 76.11% |
| March 31, 2023 | 76.11% |
| February 28, 2023 | 76.11% |
| January 31, 2023 | 76.11% |
| December 31, 2022 | 76.11% |
| November 30, 2022 | 73.40% |
| October 31, 2022 | 73.40% |
| September 30, 2022 | 72.59% |
| Date | Value |
|---|---|
| August 31, 2022 | 65.20% |
| July 31, 2022 | 63.53% |
| June 30, 2022 | 63.53% |
| May 31, 2022 | 63.53% |
| April 30, 2022 | 63.53% |
| March 31, 2022 | 63.53% |
| February 28, 2022 | 55.86% |
| January 31, 2022 | 53.89% |
| December 31, 2021 | 38.38% |
| November 30, 2021 | 38.38% |
| October 31, 2021 | 38.38% |
| September 30, 2021 | 36.27% |
| August 31, 2021 | 36.27% |
| July 31, 2021 | 36.27% |
| June 30, 2021 | 36.27% |
| May 31, 2021 | 36.27% |
| April 30, 2021 | 36.27% |
| March 31, 2021 | 36.27% |
| February 28, 2021 | 31.87% |
| January 31, 2021 | 28.24% |
| December 31, 2020 | 28.24% |
| November 30, 2020 | 28.24% |
| October 31, 2020 | 28.24% |
| September 30, 2020 | 28.24% |
| August 31, 2020 | 28.24% |
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
11.09%
Minimum
Nov 2019
84.85%
Maximum
Aug 2024
54.85%
Average
63.53%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -34.22 |
| Beta (5Y) | 1.172 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 46.68% |
| Historical Sharpe Ratio (5Y) | -0.39 |
| Historical Sortino (5Y) | -0.6628 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.15% |