CVR Energy Inc (CVI)
18.95
+0.21
(+1.12%)
USD |
NYSE |
Nov 22, 10:10
CVR Energy Max Drawdown (5Y): 80.05% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.05% |
| September 30, 2024 | 80.05% |
| August 31, 2024 | 80.05% |
| July 31, 2024 | 80.05% |
| June 30, 2024 | 80.05% |
| May 31, 2024 | 80.05% |
| April 30, 2024 | 80.05% |
| March 31, 2024 | 80.05% |
| February 29, 2024 | 80.05% |
| January 31, 2024 | 80.05% |
| December 31, 2023 | 80.05% |
| November 30, 2023 | 80.05% |
| October 31, 2023 | 80.05% |
| September 30, 2023 | 80.05% |
| August 31, 2023 | 80.05% |
| July 31, 2023 | 80.05% |
| June 30, 2023 | 80.05% |
| May 31, 2023 | 80.05% |
| April 30, 2023 | 80.05% |
| March 31, 2023 | 80.05% |
| February 28, 2023 | 80.05% |
| January 31, 2023 | 80.05% |
| December 31, 2022 | 80.05% |
| November 30, 2022 | 80.05% |
| October 31, 2022 | 80.05% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.05% |
| August 31, 2022 | 80.05% |
| July 31, 2022 | 80.05% |
| June 30, 2022 | 80.05% |
| May 31, 2022 | 80.05% |
| April 30, 2022 | 80.05% |
| March 31, 2022 | 80.05% |
| February 28, 2022 | 80.05% |
| January 31, 2022 | 80.05% |
| December 31, 2021 | 80.05% |
| November 30, 2021 | 80.05% |
| October 31, 2021 | 80.05% |
| September 30, 2021 | 80.05% |
| August 31, 2021 | 80.05% |
| July 31, 2021 | 80.05% |
| June 30, 2021 | 80.05% |
| May 31, 2021 | 80.05% |
| April 30, 2021 | 80.05% |
| March 31, 2021 | 80.05% |
| February 28, 2021 | 80.05% |
| January 31, 2021 | 80.05% |
| December 31, 2020 | 80.05% |
| November 30, 2020 | 80.05% |
| October 31, 2020 | 80.05% |
| September 30, 2020 | 75.43% |
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
71.96%
Minimum
Nov 2019
80.05%
Maximum
Oct 2020
78.66%
Average
80.05%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Icahn Enterprises LP | 73.54% |
| Valero Energy Corp | 71.86% |
| Phillips 66 | 64.21% |
| Clean Energy Fuels Corp | 89.48% |
| Aemetis Inc | 93.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.90 |
| Beta (5Y) | 1.525 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.01% |
| Historical Sharpe Ratio (5Y) | -0.213 |
| Historical Sortino (5Y) | -0.3991 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.96% |