CVR Energy Inc (CVI)
33.02
-0.36
(-1.09%)
USD |
NYSE |
Apr 26, 09:30
CVR Energy Max Drawdown (5Y): 80.24% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.24% |
| February 29, 2024 | 80.24% |
| January 31, 2024 | 80.24% |
| December 31, 2023 | 80.24% |
| November 30, 2023 | 80.24% |
| October 31, 2023 | 80.24% |
| September 30, 2023 | 80.24% |
| August 31, 2023 | 80.24% |
| July 31, 2023 | 80.24% |
| June 30, 2023 | 80.24% |
| May 31, 2023 | 80.24% |
| April 30, 2023 | 80.24% |
| March 31, 2023 | 80.24% |
| February 28, 2023 | 80.24% |
| January 31, 2023 | 80.24% |
| December 31, 2022 | 80.24% |
| November 30, 2022 | 80.24% |
| October 31, 2022 | 80.24% |
| September 30, 2022 | 80.24% |
| August 31, 2022 | 80.24% |
| July 31, 2022 | 80.24% |
| June 30, 2022 | 80.24% |
| May 31, 2022 | 80.24% |
| April 30, 2022 | 80.24% |
| March 31, 2022 | 80.24% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.24% |
| January 31, 2022 | 80.24% |
| December 31, 2021 | 80.24% |
| November 30, 2021 | 80.24% |
| October 31, 2021 | 80.24% |
| September 30, 2021 | 80.24% |
| August 31, 2021 | 80.24% |
| July 31, 2021 | 80.24% |
| June 30, 2021 | 80.24% |
| May 31, 2021 | 80.24% |
| April 30, 2021 | 80.24% |
| March 31, 2021 | 80.24% |
| February 28, 2021 | 80.24% |
| January 31, 2021 | 80.24% |
| December 31, 2020 | 80.24% |
| November 30, 2020 | 80.24% |
| October 31, 2020 | 80.24% |
| September 30, 2020 | 75.66% |
| August 31, 2020 | 73.15% |
| July 31, 2020 | 73.15% |
| June 30, 2020 | 73.15% |
| May 31, 2020 | 73.15% |
| April 30, 2020 | 73.15% |
| March 31, 2020 | 73.15% |
| February 29, 2020 | 73.15% |
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
73.15%
Minimum
Apr 2019
80.24%
Maximum
Oct 2020
78.16%
Average
80.24%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| PBF Energy Inc | 91.50% |
| Icahn Enterprises LP | 65.74% |
| Par Pacific Holdings Inc | 78.32% |
| Clean Energy Fuels Corp | 87.03% |
| Superior Drilling Products Inc | 94.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.31 |
| Beta (5Y) | 1.565 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.68% |
| Historical Sharpe Ratio (5Y) | 0.0497 |
| Historical Sortino (5Y) | 0.0907 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.52% |