REV Group Inc (REVG)
27.25
+0.22
(+0.81%)
USD |
NYSE |
Nov 05, 10:22
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 | 98.77% |
| Urban-gro Inc | -- |
| Nikola Corp | 99.84% |
| 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% |