Civeo Corp (CVEO)
24.69
+0.21
(+0.86%)
USD |
NYSE |
May 07, 16:00
24.69
0.00 (0.00%)
After-Hours: 16:52
Civeo Max Drawdown (5Y): 93.93% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.93% |
March 31, 2024 | 94.60% |
February 29, 2024 | 94.66% |
January 31, 2024 | 94.66% |
December 31, 2023 | 94.66% |
November 30, 2023 | 94.66% |
October 31, 2023 | 94.66% |
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% |
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% |
Date | Value |
---|---|
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 | 95.82% |
September 30, 2021 | 95.82% |
August 31, 2021 | 95.82% |
July 31, 2021 | 95.97% |
June 30, 2021 | 96.33% |
May 31, 2021 | 96.33% |
April 30, 2021 | 96.33% |
March 31, 2021 | 96.33% |
February 28, 2021 | 96.33% |
January 31, 2021 | 96.33% |
December 31, 2020 | 96.33% |
November 30, 2020 | 97.09% |
October 31, 2020 | 97.09% |
September 30, 2020 | 97.09% |
August 31, 2020 | 97.09% |
July 31, 2020 | 97.09% |
June 30, 2020 | 97.09% |
May 31, 2020 | 97.09% |
April 30, 2020 | 97.09% |
March 31, 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
93.93%
Minimum
Apr 2024
97.09%
Maximum
May 2019
96.14%
Average
95.82%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
Automatic Data Processing Inc | 39.40% |
Cass Information Systems Inc | 50.90% |
Cintas Corp | 48.38% |
Paychex Inc | 44.15% |
Resources Connection Inc | 50.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -26.76 |
Beta (5Y) | 2.210 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.28% |
Historical Sharpe Ratio (5Y) | -0.0276 |
Historical Sortino (5Y) | -0.0441 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.53% |