Enviri Corp (NVRI)
7.32
+0.18
(+2.52%)
USD |
NYSE |
Nov 22, 15:51
Enviri Max Drawdown (5Y): 87.43% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.43% |
| September 30, 2024 | 87.43% |
| August 31, 2024 | 87.43% |
| July 31, 2024 | 87.43% |
| June 30, 2024 | 87.43% |
| May 31, 2024 | 87.43% |
| April 30, 2024 | 87.43% |
| March 31, 2024 | 87.43% |
| February 29, 2024 | 87.43% |
| January 31, 2024 | 87.43% |
| December 31, 2023 | 87.43% |
| November 30, 2023 | 87.43% |
| October 31, 2023 | 87.43% |
| September 30, 2023 | 87.43% |
| August 31, 2023 | 87.43% |
| July 31, 2023 | 87.43% |
| June 30, 2023 | 87.43% |
| May 31, 2023 | 87.43% |
| April 30, 2023 | 87.43% |
| March 31, 2023 | 87.43% |
| February 28, 2023 | 87.43% |
| January 31, 2023 | 87.43% |
| December 31, 2022 | 87.43% |
| November 30, 2022 | 87.43% |
| October 31, 2022 | 87.43% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.43% |
| August 31, 2022 | 84.74% |
| July 31, 2022 | 84.74% |
| June 30, 2022 | 84.64% |
| May 31, 2022 | 84.64% |
| April 30, 2022 | 84.64% |
| March 31, 2022 | 84.64% |
| February 28, 2022 | 84.64% |
| January 31, 2022 | 84.64% |
| December 31, 2021 | 84.64% |
| November 30, 2021 | 84.64% |
| October 31, 2021 | 84.64% |
| September 30, 2021 | 84.64% |
| August 31, 2021 | 84.64% |
| July 31, 2021 | 84.64% |
| June 30, 2021 | 84.64% |
| May 31, 2021 | 84.64% |
| April 30, 2021 | 84.64% |
| March 31, 2021 | 84.64% |
| February 28, 2021 | 87.77% |
| January 31, 2021 | 87.77% |
| December 31, 2020 | 87.77% |
| November 30, 2020 | 87.77% |
| October 31, 2020 | 87.77% |
| September 30, 2020 | 87.77% |
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
84.64%
Minimum
Mar 2021
87.77%
Maximum
Nov 2019
86.69%
Average
87.43%
Median
Sep 2022
Max Drawdown (5Y) Benchmarks
| Global Clean Energy Inc | 92.52% |
| Quest Resource Holding Corp | 88.33% |
| LifeQuest World Corp | 99.59% |
| Energy And Water Development Corp | 100.00% |
| Atmus Filtration Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -48.68 |
| Beta (5Y) | 2.218 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.56% |
| Historical Sharpe Ratio (5Y) | -0.2967 |
| Historical Sortino (5Y) | -0.5249 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.66% |