CNX Resources Corp (CNX)
24.26
+0.18
(+0.77%)
USD |
NYSE |
Apr 24, 14:41
CNX Resources Max Drawdown (5Y): 82.01% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 82.01% |
| February 29, 2024 | 82.01% |
| January 31, 2024 | 82.01% |
| December 31, 2023 | 82.01% |
| November 30, 2023 | 82.01% |
| October 31, 2023 | 82.01% |
| September 30, 2023 | 82.01% |
| August 31, 2023 | 82.01% |
| July 31, 2023 | 82.01% |
| June 30, 2023 | 82.01% |
| May 31, 2023 | 82.01% |
| April 30, 2023 | 82.01% |
| March 31, 2023 | 82.01% |
| February 28, 2023 | 82.01% |
| January 31, 2023 | 82.01% |
| December 31, 2022 | 82.01% |
| November 30, 2022 | 82.01% |
| October 31, 2022 | 82.01% |
| September 30, 2022 | 82.01% |
| August 31, 2022 | 82.01% |
| July 31, 2022 | 82.01% |
| June 30, 2022 | 82.01% |
| May 31, 2022 | 82.01% |
| April 30, 2022 | 82.01% |
| March 31, 2022 | 82.01% |
| Date | Value |
|---|---|
| February 28, 2022 | 82.01% |
| January 31, 2022 | 82.01% |
| December 31, 2021 | 82.01% |
| November 30, 2021 | 82.01% |
| October 31, 2021 | 82.01% |
| September 30, 2021 | 82.01% |
| August 31, 2021 | 82.01% |
| July 31, 2021 | 82.01% |
| June 30, 2021 | 82.01% |
| May 31, 2021 | 82.01% |
| April 30, 2021 | 82.01% |
| March 31, 2021 | 82.01% |
| February 28, 2021 | 82.01% |
| January 31, 2021 | 82.01% |
| December 31, 2020 | 82.01% |
| November 30, 2020 | 86.09% |
| October 31, 2020 | 90.46% |
| September 30, 2020 | 90.46% |
| August 31, 2020 | 90.46% |
| July 31, 2020 | 90.46% |
| June 30, 2020 | 90.46% |
| May 31, 2020 | 90.46% |
| April 30, 2020 | 90.46% |
| March 31, 2020 | 90.46% |
| February 29, 2020 | 90.46% |
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
82.01%
Minimum
Dec 2020
90.46%
Maximum
Apr 2019
84.76%
Average
82.01%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Equitrans Midstream Corp | 79.11% |
| EQT Corp | 89.81% |
| PermRock Royalty Trust | 91.42% |
| HighPeak Energy Inc | -- |
| Chord Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.257 |
| Beta (5Y) | 1.330 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.09% |
| Historical Sharpe Ratio (5Y) | 0.2743 |
| Historical Sortino (5Y) | 0.6307 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.25% |