Commercial Vehicle Group Inc (CVGI)
5.28
-0.08
(-1.49%)
USD |
NASDAQ |
May 17, 16:00
5.29
+0.01
(+0.19%)
After-Hours: 20:00
Commercial Vehicle Group Max Drawdown (5Y): 90.48% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.48% |
March 31, 2024 | 90.48% |
February 29, 2024 | 90.48% |
January 31, 2024 | 90.48% |
December 31, 2023 | 90.48% |
November 30, 2023 | 90.48% |
October 31, 2023 | 90.48% |
September 30, 2023 | 90.48% |
August 31, 2023 | 90.48% |
July 31, 2023 | 90.48% |
June 30, 2023 | 90.48% |
May 31, 2023 | 90.48% |
April 30, 2023 | 90.48% |
March 31, 2023 | 90.48% |
February 28, 2023 | 90.48% |
January 31, 2023 | 90.48% |
December 31, 2022 | 90.48% |
November 30, 2022 | 90.48% |
October 31, 2022 | 90.48% |
September 30, 2022 | 90.48% |
August 31, 2022 | 90.48% |
July 31, 2022 | 90.48% |
June 30, 2022 | 90.48% |
May 31, 2022 | 90.48% |
April 30, 2022 | 90.48% |
Date | Value |
---|---|
March 31, 2022 | 90.48% |
February 28, 2022 | 90.48% |
January 31, 2022 | 90.48% |
December 31, 2021 | 90.48% |
November 30, 2021 | 90.48% |
October 31, 2021 | 90.48% |
September 30, 2021 | 90.48% |
August 31, 2021 | 90.48% |
July 31, 2021 | 90.48% |
June 30, 2021 | 90.48% |
May 31, 2021 | 90.48% |
April 30, 2021 | 90.48% |
March 31, 2021 | 90.48% |
February 28, 2021 | 90.48% |
January 31, 2021 | 90.48% |
December 31, 2020 | 90.48% |
November 30, 2020 | 90.48% |
October 31, 2020 | 90.48% |
September 30, 2020 | 90.48% |
August 31, 2020 | 90.48% |
July 31, 2020 | 90.48% |
June 30, 2020 | 90.48% |
May 31, 2020 | 90.48% |
April 30, 2020 | 90.48% |
March 31, 2020 | 89.58% |
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
88.16%
Minimum
May 2019
90.48%
Maximum
Apr 2020
90.08%
Average
90.48%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Dorman Products Inc | 50.78% |
Monro Inc | 70.05% |
Motorcar Parts of America Inc | 83.50% |
Sypris Solutions Inc | 80.09% |
Fox Factory Holding Corp | 79.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.62 |
Beta (5Y) | 2.690 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.05% |
Historical Sharpe Ratio (5Y) | -0.1235 |
Historical Sortino (5Y) | -0.2333 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.86% |