Centrus Energy Corp (LEU)
79.90
+4.76
(+6.33%)
USD |
NYAM |
Nov 21, 16:00
80.35
+0.45
(+0.56%)
After-Hours: 04:05
Centrus Energy Max Drawdown (5Y): 78.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.23% |
| September 30, 2024 | 78.23% |
| August 31, 2024 | 92.92% |
| July 31, 2024 | 95.65% |
| June 30, 2024 | 95.77% |
| May 31, 2024 | 97.50% |
| April 30, 2024 | 97.66% |
| March 31, 2024 | 97.66% |
| February 29, 2024 | 97.73% |
| January 31, 2024 | 97.73% |
| December 31, 2023 | 98.60% |
| November 30, 2023 | 98.80% |
| October 31, 2023 | 98.80% |
| September 30, 2023 | 98.80% |
| August 31, 2023 | 98.80% |
| July 31, 2023 | 98.80% |
| June 30, 2023 | 99.00% |
| May 31, 2023 | 99.00% |
| April 30, 2023 | 99.00% |
| March 31, 2023 | 99.00% |
| February 28, 2023 | 99.00% |
| January 31, 2023 | 99.00% |
| December 31, 2022 | 99.00% |
| November 30, 2022 | 99.00% |
| October 31, 2022 | 99.00% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.00% |
| August 31, 2022 | 99.00% |
| July 31, 2022 | 99.00% |
| June 30, 2022 | 99.00% |
| May 31, 2022 | 99.00% |
| April 30, 2022 | 99.00% |
| March 31, 2022 | 99.00% |
| February 28, 2022 | 99.00% |
| January 31, 2022 | 99.00% |
| December 31, 2021 | 99.00% |
| November 30, 2021 | 99.00% |
| October 31, 2021 | 99.31% |
| September 30, 2021 | 99.41% |
| August 31, 2021 | 99.47% |
| July 31, 2021 | 99.54% |
| June 30, 2021 | 99.66% |
| May 31, 2021 | 99.72% |
| April 30, 2021 | 99.77% |
| March 31, 2021 | 99.77% |
| February 28, 2021 | 99.91% |
| January 31, 2021 | 99.93% |
| December 31, 2020 | 99.94% |
| November 30, 2020 | 99.94% |
| October 31, 2020 | 99.94% |
| September 30, 2020 | 99.94% |
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
Sep 2024
99.94%
Maximum
Nov 2019
98.29%
Average
99.00%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
| Uranium Energy Corp | 87.15% |
| KLX Energy Services Holdings Inc | -- |
| W&T Offshore Inc | 88.92% |
| Hallador Energy Co | 93.39% |
| Vital Energy | 97.86% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 65.49 |
| Beta (5Y) | 1.189 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 96.84% |
| Historical Sharpe Ratio (5Y) | 0.8348 |
| Historical Sortino (5Y) | 2.263 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.11% |