Civeo Corp (CVEO)
24.18
+0.24
(+1.00%)
USD |
NYSE |
Nov 22, 11:22
Civeo Max Drawdown (5Y): 92.67% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.67% |
| September 30, 2024 | 92.67% |
| August 31, 2024 | 94.79% |
| July 31, 2024 | 95.00% |
| June 30, 2024 | 95.00% |
| May 31, 2024 | 95.06% |
| April 30, 2024 | 95.06% |
| March 31, 2024 | 95.06% |
| February 29, 2024 | 95.06% |
| January 31, 2024 | 95.06% |
| December 31, 2023 | 95.06% |
| November 30, 2023 | 95.82% |
| October 31, 2023 | 95.82% |
| September 30, 2023 | 95.82% |
| August 31, 2023 | 95.82% |
| July 31, 2023 | 95.82% |
| June 30, 2023 | 95.82% |
| May 31, 2023 | 95.82% |
| April 30, 2023 | 95.82% |
| March 31, 2023 | 95.82% |
| February 28, 2023 | 95.82% |
| January 31, 2023 | 95.82% |
| December 31, 2022 | 95.82% |
| November 30, 2022 | 95.82% |
| October 31, 2022 | 95.82% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.82% |
| August 31, 2022 | 95.82% |
| July 31, 2022 | 95.82% |
| June 30, 2022 | 95.82% |
| May 31, 2022 | 95.82% |
| April 30, 2022 | 95.82% |
| March 31, 2022 | 95.82% |
| February 28, 2022 | 95.82% |
| January 31, 2022 | 95.82% |
| December 31, 2021 | 95.82% |
| November 30, 2021 | 95.82% |
| October 31, 2021 | 95.89% |
| September 30, 2021 | 95.97% |
| August 31, 2021 | 96.33% |
| July 31, 2021 | 96.33% |
| June 30, 2021 | 96.33% |
| May 31, 2021 | 96.33% |
| April 30, 2021 | 96.33% |
| March 31, 2021 | 96.33% |
| February 28, 2021 | 96.77% |
| January 31, 2021 | 97.09% |
| December 31, 2020 | 97.09% |
| November 30, 2020 | 97.09% |
| October 31, 2020 | 97.09% |
| September 30, 2020 | 97.09% |
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
92.67%
Minimum
Sep 2024
97.09%
Maximum
Nov 2019
95.98%
Average
95.82%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Marriott Vacations Worldwide Corp | 74.89% |
| Hyatt Hotels Corp | 60.53% |
| Ark Restaurants Corp | 66.86% |
| Flanigan'S Enterprises Inc | 71.80% |
| BJ's Restaurants Inc | 91.20% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -12.67 |
| Beta (5Y) | 2.061 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.75% |
| Historical Sharpe Ratio (5Y) | 0.1889 |
| Historical Sortino (5Y) | 0.28 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.11% |