Global Clean Energy Inc (GCEI)
0.0585
-0.01
(-8.59%)
USD |
OTCM |
Nov 04, 16:00
Global Clean Energy Max Drawdown (5Y): 92.52% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 92.52% |
| August 31, 2024 | 92.52% |
| July 31, 2024 | 92.52% |
| June 30, 2024 | 92.52% |
| May 31, 2024 | 92.52% |
| April 30, 2024 | 92.52% |
| March 31, 2024 | 92.52% |
| February 29, 2024 | 92.52% |
| January 31, 2024 | 92.52% |
| December 31, 2023 | 92.52% |
| November 30, 2023 | 92.52% |
| October 31, 2023 | 92.52% |
| September 30, 2023 | 92.25% |
| August 31, 2023 | 91.26% |
| July 31, 2023 | 90.80% |
| June 30, 2023 | 90.80% |
| May 31, 2023 | 90.80% |
| April 30, 2023 | 88.12% |
| March 31, 2023 | 88.66% |
| February 28, 2023 | 89.02% |
| January 31, 2023 | 89.02% |
| December 31, 2022 | 89.02% |
| November 30, 2022 | 89.02% |
| October 31, 2022 | 90.24% |
| September 30, 2022 | 90.24% |
| Date | Value |
|---|---|
| August 31, 2022 | 92.22% |
| July 31, 2022 | 93.79% |
| June 30, 2022 | 96.91% |
| May 31, 2022 | 96.91% |
| April 30, 2022 | 97.10% |
| March 31, 2022 | 97.10% |
| February 28, 2022 | 97.83% |
| January 31, 2022 | 98.12% |
| December 31, 2021 | 98.12% |
| November 30, 2021 | 98.26% |
| October 31, 2021 | 98.26% |
| September 30, 2021 | 98.33% |
| August 31, 2021 | 98.33% |
| July 31, 2021 | 98.41% |
| June 30, 2021 | 98.41% |
| May 31, 2021 | 98.41% |
| April 30, 2021 | 98.41% |
| March 31, 2021 | 98.41% |
| February 28, 2021 | 98.41% |
| January 31, 2021 | 98.41% |
| December 31, 2020 | 98.41% |
| November 30, 2020 | 98.84% |
| October 31, 2020 | 98.84% |
| September 30, 2020 | 98.84% |
| August 31, 2020 | 98.84% |
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
88.12%
Minimum
Apr 2023
98.84%
Maximum
Nov 2019
95.14%
Average
97.10%
Median
Mar 2022
Max Drawdown (5Y) Benchmarks
| Enviri Corp | 87.43% |
| Quest Resource Holding Corp | 88.33% |
| LifeQuest World Corp | 99.59% |
| Energy And Water Development Corp | 100.00% |
| Atmus Filtration Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -36.88 |
| Beta (5Y) | 1.256 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 112.2% |
| Historical Sharpe Ratio (5Y) | -0.1759 |
| Historical Sortino (5Y) | -0.5262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.35% |