Sunvault Energy Inc (SVLT)
0.0059
0.00 (0.00%)
USD |
OTCM |
Mar 24, 16:00
Sunvault Energy Max Drawdown (5Y): 99.81% 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
| EMCOR Group Inc | 48.00% |
| IES Holdings Inc | 54.28% |
| Quanta Services Inc | 45.53% |
| Everus Construction Group Inc | -- |
| Fastenal Co | 30.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.396 |
| Beta (5Y) | 1.191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 284.2% |
| Historical Sharpe Ratio (5Y) | 0.0304 |
| Historical Sortino (5Y) | 0.1609 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.75% |