REV Group Inc (REVG)
30.91
+1.09
(+3.66%)
USD |
NYSE |
Nov 22, 16:00
30.89
-0.02
(-0.06%)
Pre-Market: 20:00
REV Group Max Drawdown (5Y): 88.07% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 88.07% |
September 30, 2024 | 88.07% |
August 31, 2024 | 88.07% |
July 31, 2024 | 88.07% |
June 30, 2024 | 88.07% |
May 31, 2024 | 88.07% |
April 30, 2024 | 88.07% |
March 31, 2024 | 88.07% |
February 29, 2024 | 88.07% |
January 31, 2024 | 88.07% |
December 31, 2023 | 88.07% |
November 30, 2023 | 88.07% |
October 31, 2023 | 88.07% |
September 30, 2023 | 88.07% |
August 31, 2023 | 88.07% |
July 31, 2023 | 88.07% |
June 30, 2023 | 88.07% |
May 31, 2023 | 88.07% |
April 30, 2023 | 88.07% |
March 31, 2023 | 88.07% |
February 28, 2023 | 88.07% |
January 31, 2023 | 88.07% |
December 31, 2022 | 88.07% |
November 30, 2022 | 88.07% |
October 31, 2022 | 88.07% |
Date | Value |
---|---|
September 30, 2022 | 88.07% |
August 31, 2022 | 88.07% |
July 31, 2022 | 88.07% |
June 30, 2022 | 88.07% |
May 31, 2022 | 88.07% |
April 30, 2022 | 88.07% |
March 31, 2022 | 88.07% |
February 28, 2022 | 88.07% |
January 31, 2022 | 88.07% |
December 31, 2021 | 88.07% |
November 30, 2021 | 88.07% |
October 31, 2021 | 88.07% |
September 30, 2021 | 88.07% |
August 31, 2021 | 88.07% |
July 31, 2021 | 88.07% |
June 30, 2021 | 88.07% |
May 31, 2021 | 88.07% |
April 30, 2021 | 88.07% |
March 31, 2021 | 88.07% |
February 28, 2021 | 88.07% |
January 31, 2021 | 88.07% |
December 31, 2020 | 88.07% |
November 30, 2020 | 88.07% |
October 31, 2020 | 88.07% |
September 30, 2020 | 88.07% |
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
78.55%
Minimum
Nov 2019
88.07%
Maximum
Mar 2020
87.44%
Average
88.07%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Art's-Way Manufacturing Co Inc | 80.71% |
CEA Industries Inc | 98.82% |
Urban-gro Inc | -- |
Nikola Corp | -- |
Hydrofarm Holdings Group Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.314 |
Beta (5Y) | 1.602 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.77% |
Historical Sharpe Ratio (5Y) | 0.3472 |
Historical Sortino (5Y) | 0.5854 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.90% |