Icahn Enterprises LP (IEP)
11.02
0.00 (0.00%)
USD |
NASDAQ |
Nov 21, 16:00
11.00
-0.02
(-0.14%)
After-Hours: 20:00
Icahn Enterprises Max Drawdown (5Y): 73.54% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.54% |
| September 30, 2024 | 73.54% |
| August 31, 2024 | 65.74% |
| July 31, 2024 | 65.74% |
| June 30, 2024 | 65.74% |
| May 31, 2024 | 65.74% |
| April 30, 2024 | 65.74% |
| 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 | 50.89% |
| October 31, 2022 | 50.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 50.89% |
| August 31, 2022 | 51.44% |
| July 31, 2022 | 53.64% |
| June 30, 2022 | 53.92% |
| May 31, 2022 | 56.61% |
| April 30, 2022 | 56.71% |
| March 31, 2022 | 57.94% |
| February 28, 2022 | 57.94% |
| January 31, 2022 | 57.94% |
| December 31, 2021 | 57.94% |
| November 30, 2021 | 57.94% |
| October 31, 2021 | 61.21% |
| September 30, 2021 | 61.97% |
| August 31, 2021 | 61.97% |
| 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 | 65.96% |
| December 31, 2020 | 65.96% |
| November 30, 2020 | 65.96% |
| October 31, 2020 | 65.96% |
| September 30, 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
Dec 2022
73.54%
Maximum
Sep 2024
61.17%
Average
61.97%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| CVR Energy Inc | 80.05% |
| Clean Energy Fuels Corp | 89.48% |
| Geospace Technologies Corp | 80.96% |
| Aemetis Inc | 93.39% |
| ChampionX Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -27.62 |
| Beta (5Y) | 0.7742 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.60% |
| Historical Sharpe Ratio (5Y) | -0.4452 |
| Historical Sortino (5Y) | -0.4629 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.65% |