Centrus Energy Corp (LEU)

66.80 -1.43 (-2.10%) USD  |  NYAM  |  Dec 20, 16:00
67.00 +0.20 (+0.30%) After-Hours: 20:00
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Centrus Energy Max Drawdown (5Y): 78.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Uranium Energy Corp 87.15%
KLX Energy Services Holdings Inc 98.37%
ProFrac Holding Corp --
Hallador Energy Co 93.39%
Sable Offshore Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 58.40
Beta (5Y) 1.122
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 97.55%
Historical Sharpe Ratio (5Y) 0.7523
Historical Sortino (5Y) 2.040
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.14%