Commercial Vehicle Group Inc (CVGI)
6.26
-0.09
(-1.42%)
USD |
NASDAQ |
Apr 23, 16:00
6.26
0.00 (0.00%)
After-Hours: 20:00
Commercial Vehicle Group Max Drawdown (5Y): 90.48% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 90.48% |
February 29, 2024 | 90.48% |
January 31, 2024 | 90.48% |
December 31, 2023 | 90.48% |
November 30, 2023 | 90.48% |
October 31, 2023 | 90.48% |
September 30, 2023 | 90.48% |
August 31, 2023 | 90.48% |
July 31, 2023 | 90.48% |
June 30, 2023 | 90.48% |
May 31, 2023 | 90.48% |
April 30, 2023 | 90.48% |
March 31, 2023 | 90.48% |
February 28, 2023 | 90.48% |
January 31, 2023 | 90.48% |
December 31, 2022 | 90.48% |
November 30, 2022 | 90.48% |
October 31, 2022 | 90.48% |
September 30, 2022 | 90.48% |
August 31, 2022 | 90.48% |
July 31, 2022 | 90.48% |
June 30, 2022 | 90.48% |
May 31, 2022 | 90.48% |
April 30, 2022 | 90.48% |
March 31, 2022 | 90.48% |
Date | Value |
---|---|
February 28, 2022 | 90.48% |
January 31, 2022 | 90.48% |
December 31, 2021 | 90.48% |
November 30, 2021 | 90.48% |
October 31, 2021 | 90.48% |
September 30, 2021 | 90.48% |
August 31, 2021 | 90.48% |
July 31, 2021 | 90.48% |
June 30, 2021 | 90.48% |
May 31, 2021 | 90.48% |
April 30, 2021 | 90.48% |
March 31, 2021 | 90.48% |
February 28, 2021 | 90.48% |
January 31, 2021 | 90.48% |
December 31, 2020 | 90.48% |
November 30, 2020 | 90.48% |
October 31, 2020 | 90.48% |
September 30, 2020 | 90.48% |
August 31, 2020 | 90.48% |
July 31, 2020 | 90.48% |
June 30, 2020 | 90.48% |
May 31, 2020 | 90.48% |
April 30, 2020 | 90.48% |
March 31, 2020 | 89.58% |
February 29, 2020 | 88.16% |
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
88.16%
Minimum
Apr 2019
90.48%
Maximum
Apr 2020
90.04%
Average
90.48%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Dorman Products Inc | 50.78% |
Monro Inc | 70.05% |
Motorcar Parts of America Inc | 83.50% |
Sypris Solutions Inc | 83.48% |
Fox Factory Holding Corp | 75.09% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -40.96 |
Beta (5Y) | 2.720 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.44% |
Historical Sharpe Ratio (5Y) | -0.0696 |
Historical Sortino (5Y) | -0.132 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.74% |