REV Group Inc (REVG)
32.09
-1.24
(-3.72%)
USD |
NYSE |
Mar 28, 16:00
32.09
0.00 (0.00%)
After-Hours: 20:00
REV Group Max Drawdown (5Y): 88.07% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
Westinghouse Air Brake Technologies Corp | 64.08% |
Hydrofarm Holdings Group Inc | -- |
Art's-Way Manufacturing Co Inc | 80.71% |
CEA Industries Inc | 98.82% |
Urban-gro Inc | 99.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 12.28 |
Beta (5Y) | 1.568 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.36% |
Historical Sharpe Ratio (5Y) | 0.7178 |
Historical Sortino (5Y) | 1.957 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.82% |