Energy Services of America Corp (ESOA)
15.06
+0.42
(+2.87%)
USD |
NASDAQ |
Nov 21, 16:00
15.65
+0.59
(+3.92%)
Pre-Market: 09:11
Energy Services of America Max Drawdown (5Y): 64.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.52% |
| September 30, 2024 | 64.52% |
| August 31, 2024 | 64.52% |
| July 31, 2024 | 64.52% |
| June 30, 2024 | 64.52% |
| May 31, 2024 | 64.52% |
| April 30, 2024 | 66.27% |
| March 31, 2024 | 66.27% |
| February 29, 2024 | 66.27% |
| January 31, 2024 | 66.27% |
| December 31, 2023 | 66.27% |
| November 30, 2023 | 66.27% |
| October 31, 2023 | 66.27% |
| September 30, 2023 | 66.27% |
| August 31, 2023 | 66.27% |
| July 31, 2023 | 66.27% |
| June 30, 2023 | 66.27% |
| May 31, 2023 | 66.27% |
| April 30, 2023 | 66.27% |
| March 31, 2023 | 66.33% |
| February 28, 2023 | 66.33% |
| January 31, 2023 | 72.03% |
| December 31, 2022 | 72.03% |
| November 30, 2022 | 72.03% |
| October 31, 2022 | 72.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 72.03% |
| August 31, 2022 | 72.03% |
| July 31, 2022 | 72.03% |
| June 30, 2022 | 72.03% |
| May 31, 2022 | 72.03% |
| April 30, 2022 | 72.03% |
| March 31, 2022 | 72.03% |
| February 28, 2022 | 72.03% |
| January 31, 2022 | 72.03% |
| December 31, 2021 | 72.03% |
| November 30, 2021 | 72.03% |
| October 31, 2021 | 72.03% |
| September 30, 2021 | 72.03% |
| August 31, 2021 | 72.03% |
| July 31, 2021 | 72.03% |
| June 30, 2021 | 72.03% |
| May 31, 2021 | 72.03% |
| April 30, 2021 | 72.03% |
| March 31, 2021 | 72.03% |
| February 28, 2021 | 72.03% |
| January 31, 2021 | 76.33% |
| December 31, 2020 | 77.12% |
| November 30, 2020 | 77.12% |
| October 31, 2020 | 79.68% |
| September 30, 2020 | 79.68% |
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
64.52%
Minimum
May 2024
79.68%
Maximum
Nov 2019
71.61%
Average
72.03%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| Shimmick Corp | -- |
| Argan Inc | 55.29% |
| Dycom Industries Inc | 89.01% |
| MasTec Inc | 67.92% |
| MYR Group Inc | 61.52% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 64.04 |
| Beta (5Y) | 0.7297 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 81.76% |
| Historical Sharpe Ratio (5Y) | 0.8985 |
| Historical Sortino (5Y) | 2.975 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.91% |