CVR Energy Inc (CVI)

18.01 +0.06 (+0.33%) USD  |  NYSE  |  Dec 20, 16:00
18.02 +0.01 (+0.06%) After-Hours: 20:00
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CVR Energy Max Drawdown (5Y): 80.05% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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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) -29.48
Beta (5Y) 1.580
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.89%
Historical Sharpe Ratio (5Y) -0.1332
Historical Sortino (5Y) -0.247
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.52%