Vertex Energy Inc (VTNR)
1.205
+0.06
(+5.70%)
USD |
NASDAQ |
May 10, 16:00
1.205
0.00 (0.00%)
After-Hours: 19:31
Vertex Energy Max Drawdown (5Y): 94.56% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.56% |
| March 31, 2024 | 93.56% |
| February 29, 2024 | 92.92% |
| January 31, 2024 | 92.36% |
| December 31, 2023 | 88.53% |
| November 30, 2023 | 90.24% |
| October 31, 2023 | 90.24% |
| September 30, 2023 | 90.88% |
| August 31, 2023 | 90.88% |
| July 31, 2023 | 90.88% |
| June 30, 2023 | 90.88% |
| May 31, 2023 | 90.88% |
| April 30, 2023 | 91.42% |
| March 31, 2023 | 91.42% |
| February 28, 2023 | 91.42% |
| January 31, 2023 | 91.42% |
| December 31, 2022 | 91.87% |
| November 30, 2022 | 91.96% |
| October 31, 2022 | 91.96% |
| September 30, 2022 | 92.59% |
| August 31, 2022 | 93.04% |
| July 31, 2022 | 93.32% |
| June 30, 2022 | 93.77% |
| May 31, 2022 | 93.77% |
| April 30, 2022 | 93.77% |
| Date | Value |
|---|---|
| March 31, 2022 | 93.77% |
| February 28, 2022 | 93.77% |
| January 31, 2022 | 93.77% |
| December 31, 2021 | 93.77% |
| November 30, 2021 | 93.77% |
| October 31, 2021 | 93.77% |
| September 30, 2021 | 93.77% |
| August 31, 2021 | 93.77% |
| July 31, 2021 | 93.77% |
| June 30, 2021 | 93.77% |
| May 31, 2021 | 93.77% |
| April 30, 2021 | 93.77% |
| March 31, 2021 | 93.77% |
| February 28, 2021 | 93.77% |
| January 31, 2021 | 93.77% |
| December 31, 2020 | 93.77% |
| November 30, 2020 | 93.77% |
| October 31, 2020 | 93.77% |
| September 30, 2020 | 93.77% |
| August 31, 2020 | 93.77% |
| July 31, 2020 | 93.77% |
| June 30, 2020 | 93.77% |
| May 31, 2020 | 93.77% |
| April 30, 2020 | 93.77% |
| March 31, 2020 | 93.77% |
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
88.53%
Minimum
Dec 2023
94.56%
Maximum
Apr 2024
93.01%
Average
93.77%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -24.52 |
| Beta (5Y) | 1.636 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 224.1% |
| Historical Sharpe Ratio (5Y) | -0.0281 |
| Historical Sortino (5Y) | -0.1462 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.32% |