Commercial Vehicle Group Inc (CVGI)

2.13 -0.02 (-0.93%) USD  |  NASDAQ  |  Dec 20, 16:00
2.22 +0.09 (+4.23%) Pre-Market: 20:00
More

Commercial Vehicle Group Max Drawdown (5Y): 90.48% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for CVGI.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Dorman Products Inc 50.78%
Monro Inc 72.95%
Motorcar Parts of America Inc 83.50%
Sypris Solutions Inc 75.45%
Hyliion Holdings Corp 99.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -53.87
Beta (5Y) 2.391
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 79.48%
Historical Sharpe Ratio (5Y) -0.276
Historical Sortino (5Y) -0.5274
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.35%