Centrus Energy Corp (LEU)
41.57
+0.68
(+1.66%)
USD |
NYAM |
Apr 26, 16:00
41.61
+0.04
(+0.10%)
After-Hours: 20:00
Centrus Energy Max Drawdown (5Y): 78.23% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 78.23% |
February 29, 2024 | 78.23% |
January 31, 2024 | 78.23% |
December 31, 2023 | 78.23% |
November 30, 2023 | 78.23% |
October 31, 2023 | 83.35% |
September 30, 2023 | 85.90% |
August 31, 2023 | 85.90% |
July 31, 2023 | 85.90% |
June 30, 2023 | 85.90% |
May 31, 2023 | 85.90% |
April 30, 2023 | 85.90% |
March 31, 2023 | 85.90% |
February 28, 2023 | 85.90% |
January 31, 2023 | 85.90% |
December 31, 2022 | 85.90% |
November 30, 2022 | 85.90% |
October 31, 2022 | 85.90% |
September 30, 2022 | 85.90% |
August 31, 2022 | 85.90% |
July 31, 2022 | 85.90% |
June 30, 2022 | 85.90% |
May 31, 2022 | 85.90% |
April 30, 2022 | 85.90% |
March 31, 2022 | 85.90% |
Date | Value |
---|---|
February 28, 2022 | 85.90% |
January 31, 2022 | 85.90% |
December 31, 2021 | 85.90% |
November 30, 2021 | 85.90% |
October 31, 2021 | 85.90% |
September 30, 2021 | 85.90% |
August 31, 2021 | 85.90% |
July 31, 2021 | 85.90% |
June 30, 2021 | 85.90% |
May 31, 2021 | 85.90% |
April 30, 2021 | 85.90% |
March 31, 2021 | 85.90% |
February 28, 2021 | 85.90% |
January 31, 2021 | 85.90% |
December 31, 2020 | 85.90% |
November 30, 2020 | 89.03% |
October 31, 2020 | 89.81% |
September 30, 2020 | 89.81% |
August 31, 2020 | 89.81% |
July 31, 2020 | 89.81% |
June 30, 2020 | 89.81% |
May 31, 2020 | 89.81% |
April 30, 2020 | 89.81% |
March 31, 2020 | 89.81% |
February 29, 2020 | 89.81% |
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
78.23%
Minimum
Nov 2023
89.81%
Maximum
Apr 2019
86.51%
Average
85.90%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Uranium Energy Corp | 87.15% |
CONSOL Energy Inc | 92.21% |
Patterson-UTI Energy Inc | 94.04% |
Diamondback Energy Inc | 88.72% |
KLX Energy Services Holdings Inc | 98.37% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 51.49 |
Beta (5Y) | 1.388 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 92.81% |
Historical Sharpe Ratio (5Y) | 0.7501 |
Historical Sortino (5Y) | 1.932 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.11% |