Icahn Enterprises LP (IEP)
17.37
+0.10
(+0.58%)
USD |
NASDAQ |
Apr 26, 12:21
Icahn Enterprises Max Drawdown (5Y): 65.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 65.74% |
| February 29, 2024 | 65.74% |
| January 31, 2024 | 65.74% |
| December 31, 2023 | 65.74% |
| November 30, 2023 | 65.59% |
| October 31, 2023 | 65.30% |
| September 30, 2023 | 59.09% |
| August 31, 2023 | 59.09% |
| July 31, 2023 | 58.49% |
| June 30, 2023 | 58.49% |
| May 31, 2023 | 58.49% |
| April 30, 2023 | 49.17% |
| March 31, 2023 | 49.17% |
| February 28, 2023 | 49.17% |
| January 31, 2023 | 49.17% |
| December 31, 2022 | 49.17% |
| November 30, 2022 | 49.17% |
| October 31, 2022 | 49.17% |
| September 30, 2022 | 50.89% |
| August 31, 2022 | 50.89% |
| July 31, 2022 | 50.89% |
| June 30, 2022 | 51.44% |
| May 31, 2022 | 53.64% |
| April 30, 2022 | 53.92% |
| March 31, 2022 | 56.61% |
| Date | Value |
|---|---|
| February 28, 2022 | 56.71% |
| January 31, 2022 | 57.94% |
| December 31, 2021 | 57.94% |
| November 30, 2021 | 57.94% |
| October 31, 2021 | 57.94% |
| September 30, 2021 | 57.94% |
| August 31, 2021 | 61.21% |
| July 31, 2021 | 61.97% |
| June 30, 2021 | 61.97% |
| May 31, 2021 | 61.97% |
| April 30, 2021 | 61.97% |
| March 31, 2021 | 61.97% |
| February 28, 2021 | 61.97% |
| January 31, 2021 | 61.97% |
| December 31, 2020 | 61.97% |
| November 30, 2020 | 65.96% |
| October 31, 2020 | 65.96% |
| September 30, 2020 | 65.96% |
| August 31, 2020 | 65.96% |
| July 31, 2020 | 65.96% |
| June 30, 2020 | 65.96% |
| May 31, 2020 | 65.96% |
| April 30, 2020 | 65.96% |
| March 31, 2020 | 65.96% |
| February 29, 2020 | 65.96% |
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
49.17%
Minimum
Oct 2022
65.96%
Maximum
Apr 2019
60.38%
Average
61.97%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| CVR Energy Inc | 80.24% |
| Aemetis Inc | 93.39% |
| Clean Energy Fuels Corp | 87.03% |
| Vertex Energy Inc | 93.56% |
| Superior Drilling Products Inc | 94.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -25.25 |
| Beta (5Y) | 0.8364 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.94% |
| Historical Sharpe Ratio (5Y) | -0.3881 |
| Historical Sortino (5Y) | -0.3964 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.50% |