Energy Services of America Corp (ESOA)

16.00 +0.24 (+1.52%) USD  |  NASDAQ  |  Dec 20, 16:00
16.07 +0.07 (+0.44%) After-Hours: 20:00
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Energy Services of America Max Drawdown (5Y): 64.52% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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Median

Max Drawdown (5Y) Benchmarks

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Argan Inc 55.29%
Dycom Industries Inc 89.01%
MasTec Inc 67.92%
MYR Group Inc 61.52%
Shimmick Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 79.11
Beta (5Y) 0.8385
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 82.81%
Historical Sharpe Ratio (5Y) 1.091
Historical Sortino (5Y) 3.638
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.91%