Energy Recovery Inc (ERII)
15.63
+0.13
(+0.84%)
USD |
NASDAQ |
Nov 21, 16:00
15.62
-0.02
(-0.10%)
After-Hours: 20:00
Energy Recovery Max Drawdown (5Y): 60.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.24% |
| September 30, 2024 | 60.24% |
| August 31, 2024 | 60.24% |
| July 31, 2024 | 60.24% |
| June 30, 2024 | 60.24% |
| May 31, 2024 | 60.24% |
| April 30, 2024 | 60.24% |
| March 31, 2024 | 60.24% |
| February 29, 2024 | 60.24% |
| January 31, 2024 | 60.24% |
| December 31, 2023 | 60.24% |
| November 30, 2023 | 60.98% |
| October 31, 2023 | 60.98% |
| September 30, 2023 | 60.98% |
| August 31, 2023 | 60.98% |
| July 31, 2023 | 60.98% |
| June 30, 2023 | 60.98% |
| May 31, 2023 | 60.98% |
| April 30, 2023 | 60.98% |
| March 31, 2023 | 60.98% |
| February 28, 2023 | 60.98% |
| January 31, 2023 | 60.98% |
| December 31, 2022 | 60.98% |
| November 30, 2022 | 60.98% |
| October 31, 2022 | 60.98% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.98% |
| August 31, 2022 | 60.98% |
| July 31, 2022 | 62.20% |
| June 30, 2022 | 62.20% |
| May 31, 2022 | 62.20% |
| April 30, 2022 | 62.20% |
| March 31, 2022 | 62.20% |
| February 28, 2022 | 62.20% |
| January 31, 2022 | 62.20% |
| December 31, 2021 | 62.20% |
| November 30, 2021 | 62.20% |
| October 31, 2021 | 62.20% |
| September 30, 2021 | 62.20% |
| August 31, 2021 | 62.20% |
| July 31, 2021 | 62.20% |
| June 30, 2021 | 62.20% |
| May 31, 2021 | 62.20% |
| April 30, 2021 | 62.20% |
| March 31, 2021 | 62.20% |
| February 28, 2021 | 62.20% |
| January 31, 2021 | 62.20% |
| December 31, 2020 | 62.20% |
| November 30, 2020 | 62.20% |
| October 31, 2020 | 62.20% |
| September 30, 2020 | 68.32% |
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
60.24%
Minimum
Dec 2023
72.49%
Maximum
Nov 2019
63.33%
Average
62.20%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Tennant Co | 43.14% |
| Xylem Inc | 46.69% |
| Mueller Water Products Inc | 46.67% |
| Watts Water Technologies Inc | 44.08% |
| Conair Corp | 70.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.238 |
| Beta (5Y) | 1.223 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 40.87% |
| Historical Sharpe Ratio (5Y) | 0.2826 |
| Historical Sortino (5Y) | 0.4579 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.31% |