CNX Resources Corp (CNX)
40.87
+0.23
(+0.57%)
USD |
NYSE |
Nov 22, 13:27
CNX Resources Max Drawdown (5Y): 81.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.84% |
| September 30, 2024 | 81.84% |
| August 31, 2024 | 81.84% |
| July 31, 2024 | 81.84% |
| June 30, 2024 | 82.01% |
| May 31, 2024 | 82.20% |
| April 30, 2024 | 82.20% |
| March 31, 2024 | 82.20% |
| February 29, 2024 | 82.20% |
| January 31, 2024 | 82.20% |
| December 31, 2023 | 82.20% |
| November 30, 2023 | 82.20% |
| October 31, 2023 | 82.20% |
| September 30, 2023 | 82.20% |
| August 31, 2023 | 82.20% |
| July 31, 2023 | 82.20% |
| June 30, 2023 | 82.20% |
| May 31, 2023 | 82.20% |
| April 30, 2023 | 82.20% |
| March 31, 2023 | 82.20% |
| February 28, 2023 | 82.20% |
| January 31, 2023 | 82.20% |
| December 31, 2022 | 82.20% |
| November 30, 2022 | 82.20% |
| October 31, 2022 | 82.20% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.20% |
| August 31, 2022 | 82.20% |
| July 31, 2022 | 82.20% |
| June 30, 2022 | 82.20% |
| May 31, 2022 | 82.20% |
| April 30, 2022 | 82.20% |
| March 31, 2022 | 82.20% |
| February 28, 2022 | 82.20% |
| January 31, 2022 | 82.20% |
| December 31, 2021 | 82.20% |
| November 30, 2021 | 82.20% |
| October 31, 2021 | 82.20% |
| September 30, 2021 | 82.20% |
| August 31, 2021 | 82.20% |
| July 31, 2021 | 82.20% |
| June 30, 2021 | 82.20% |
| May 31, 2021 | 82.20% |
| April 30, 2021 | 82.20% |
| March 31, 2021 | 82.20% |
| February 28, 2021 | 83.48% |
| January 31, 2021 | 86.22% |
| December 31, 2020 | 90.46% |
| November 30, 2020 | 90.46% |
| October 31, 2020 | 90.46% |
| September 30, 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
81.84%
Minimum
Jul 2024
90.46%
Maximum
Nov 2019
84.19%
Average
82.20%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
| EQT Corp | 89.81% |
| Vivakor Inc | 97.79% |
| Prairie Operating Co | -- |
| HighPeak Energy Inc | -- |
| Chord Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 12.17 |
| Beta (5Y) | 1.368 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.47% |
| Historical Sharpe Ratio (5Y) | 0.5578 |
| Historical Sortino (5Y) | 1.268 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |