Commercial Vehicle Group Inc (CVGI)
2.41
+0.02
(+0.84%)
USD |
NASDAQ |
Nov 21, 16:00
2.405
0.00 (0.00%)
After-Hours: 20:00
Commercial Vehicle Group Max Drawdown (5Y): 90.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.48% |
| September 30, 2024 | 90.48% |
| August 31, 2024 | 90.48% |
| July 31, 2024 | 90.48% |
| June 30, 2024 | 90.48% |
| May 31, 2024 | 90.48% |
| April 30, 2024 | 90.48% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
88.76%
Minimum
Nov 2019
90.48%
Maximum
Apr 2020
90.35%
Average
90.48%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Dorman Products Inc | 50.78% |
| Monro Inc | 72.95% |
| Motorcar Parts of America Inc | 83.50% |
| Sypris Solutions Inc | 74.51% |
| Hyliion Holdings Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.90 |
| Beta (5Y) | 2.460 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.22% |
| Historical Sharpe Ratio (5Y) | -0.2416 |
| Historical Sortino (5Y) | -0.4626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.35% |