Vertex Energy Inc (VTNRQ)
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OTCM |
Oct 31, 16:00
Vertex Energy Max Drawdown (5Y): 99.81% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.81% |
| September 30, 2024 | 99.36% |
| August 31, 2024 | 97.78% |
| July 31, 2024 | 96.61% |
| June 30, 2024 | 94.75% |
| May 31, 2024 | 94.56% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
99.81%
Maximum
Oct 2024
93.34%
Average
93.77%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Marathon Petroleum Corp | 79.66% |
| Clean Energy Fuels Corp | 88.14% |
| Icahn Enterprises LP | 73.54% |
| Geospace Technologies Corp | 80.96% |
| Aemetis Inc | 93.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -66.57 |
| Beta (5Y) | 1.472 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 229.2% |
| Historical Sharpe Ratio (5Y) | -0.2075 |
| Historical Sortino (5Y) | -0.8152 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 46.53% |