CNX Resources Corp (CNX)
36.25
+0.91
(+2.58%)
USD |
NYSE |
Dec 20, 16:00
36.25
0.00 (0.00%)
After-Hours: 20:00
CNX Resources Max Drawdown (5Y): 81.84% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| EQT Corp | 89.81% |
| Prairie Operating Co | 98.99% |
| HighPeak Energy Inc | -- |
| Chord Energy Corp | -- |
| AleAnna Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 20.95 |
| Beta (5Y) | 1.428 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.96% |
| Historical Sharpe Ratio (5Y) | 0.7559 |
| Historical Sortino (5Y) | 1.733 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.72% |