Enviri Corp (NVRI)
8.24
-0.07
(-0.84%)
USD |
NYSE |
May 17, 16:00
8.23
-0.01
(-0.12%)
Pre-Market: 20:00
Enviri Max Drawdown (5Y): 87.43% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 84.64% |
| January 31, 2021 | 84.64% |
| December 31, 2020 | 84.64% |
| November 30, 2020 | 87.17% |
| October 31, 2020 | 87.17% |
| September 30, 2020 | 87.17% |
| August 31, 2020 | 87.17% |
| July 31, 2020 | 87.17% |
| June 30, 2020 | 87.17% |
| May 31, 2020 | 87.17% |
| April 30, 2020 | 87.17% |
| March 31, 2020 | 87.17% |
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
Dec 2020
87.43%
Maximum
Sep 2022
86.37%
Average
87.17%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Global Clean Energy Inc | 92.52% |
| JanOne Inc | 97.69% |
| Quest Resource Holding Corp | 92.16% |
| LifeQuest World Corp | 99.59% |
| Atmus Filtration Technologies Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -44.67 |
| Beta (5Y) | 2.099 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 68.09% |
| Historical Sharpe Ratio (5Y) | -0.3126 |
| Historical Sortino (5Y) | -0.5453 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.21% |