Element Fleet Management Corp (ELEEF)
16.94
+0.26
(+1.56%)
USD |
OTCM |
May 08, 16:00
Element Fleet Management Max Drawdown (5Y): 55.21% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 55.21% |
| March 31, 2024 | 55.21% |
| February 29, 2024 | 55.21% |
| January 31, 2024 | 55.21% |
| December 31, 2023 | 55.21% |
| November 30, 2023 | 55.21% |
| October 31, 2023 | 57.16% |
| September 30, 2023 | 60.55% |
| August 31, 2023 | 60.55% |
| July 31, 2023 | 60.55% |
| June 30, 2023 | 60.55% |
| May 31, 2023 | 61.58% |
| April 30, 2023 | 62.02% |
| March 31, 2023 | 63.09% |
| February 28, 2023 | 68.39% |
| January 31, 2023 | 73.51% |
| December 31, 2022 | 75.74% |
| November 30, 2022 | 75.74% |
| October 31, 2022 | 75.74% |
| September 30, 2022 | 75.74% |
| August 31, 2022 | 75.74% |
| July 31, 2022 | 75.74% |
| June 30, 2022 | 75.74% |
| May 31, 2022 | 75.74% |
| April 30, 2022 | 75.74% |
| Date | Value |
|---|---|
| March 31, 2022 | 75.74% |
| February 28, 2022 | 75.74% |
| January 31, 2022 | 75.74% |
| December 31, 2021 | 75.74% |
| November 30, 2021 | 75.74% |
| October 31, 2021 | 75.74% |
| September 30, 2021 | 75.74% |
| August 31, 2021 | 75.74% |
| July 31, 2021 | 75.74% |
| June 30, 2021 | 75.74% |
| May 31, 2021 | 75.74% |
| April 30, 2021 | 75.74% |
| March 31, 2021 | 75.74% |
| February 28, 2021 | 75.74% |
| January 31, 2021 | 75.74% |
| December 31, 2020 | 75.74% |
| November 30, 2020 | 75.74% |
| October 31, 2020 | 75.74% |
| September 30, 2020 | 75.74% |
| August 31, 2020 | 75.74% |
| July 31, 2020 | 75.74% |
| June 30, 2020 | 75.74% |
| May 31, 2020 | 75.74% |
| April 30, 2020 | 75.74% |
| March 31, 2020 | 75.74% |
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
55.21%
Minimum
Nov 2023
75.74%
Maximum
May 2019
71.53%
Average
75.74%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| TOMI Environmental Solutions Inc | 97.15% |
| Alpha Pro Tech Ltd | 85.39% |
| Senstar Technologies Corp | 73.53% |
| Performant Financial Corp | 87.75% |
| A2Z Smart Technologies Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.47 |
| Beta (5Y) | 0.8762 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.50% |
| Historical Sharpe Ratio (5Y) | 0.6533 |
| Historical Sortino (5Y) | 0.907 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.12% |