Forum Energy Technologies Inc (FET)
18.51
-0.88
(-4.54%)
USD |
NYSE |
May 03, 16:00
18.49
-0.02
(-0.11%)
After-Hours: 20:00
Forum Energy Technologies Max Drawdown (5Y): 99.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 99.35% |
March 31, 2024 | 99.35% |
February 29, 2024 | 99.35% |
January 31, 2024 | 99.35% |
December 31, 2023 | 99.35% |
November 30, 2023 | 99.35% |
October 31, 2023 | 99.35% |
September 30, 2023 | 99.35% |
August 31, 2023 | 99.35% |
July 31, 2023 | 99.35% |
June 30, 2023 | 99.35% |
May 31, 2023 | 99.35% |
April 30, 2023 | 99.35% |
March 31, 2023 | 99.35% |
February 28, 2023 | 99.35% |
January 31, 2023 | 99.35% |
December 31, 2022 | 99.35% |
November 30, 2022 | 99.35% |
October 31, 2022 | 99.35% |
September 30, 2022 | 99.35% |
August 31, 2022 | 99.35% |
July 31, 2022 | 99.35% |
June 30, 2022 | 99.35% |
May 31, 2022 | 99.35% |
April 30, 2022 | 99.35% |
Date | Value |
---|---|
March 31, 2022 | 99.35% |
February 28, 2022 | 99.35% |
January 31, 2022 | 99.35% |
December 31, 2021 | 99.35% |
November 30, 2021 | 99.35% |
October 31, 2021 | 99.35% |
September 30, 2021 | 99.35% |
August 31, 2021 | 99.35% |
July 31, 2021 | 99.35% |
June 30, 2021 | 99.35% |
May 31, 2021 | 99.35% |
April 30, 2021 | 99.35% |
March 31, 2021 | 99.35% |
February 28, 2021 | 99.35% |
January 31, 2021 | 99.35% |
December 31, 2020 | 99.35% |
November 30, 2020 | 99.35% |
October 31, 2020 | 99.35% |
September 30, 2020 | 99.35% |
August 31, 2020 | 99.35% |
July 31, 2020 | 99.35% |
June 30, 2020 | 99.35% |
May 31, 2020 | 99.35% |
April 30, 2020 | 99.35% |
March 31, 2020 | 99.34% |
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
90.03%
Minimum
May 2019
99.35%
Maximum
Apr 2020
98.52%
Average
99.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Dril-Quip Inc | 72.22% |
Geospace Technologies Corp | 80.96% |
Superior Drilling Products Inc | 94.66% |
ChampionX Corp | 93.37% |
Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -61.75 |
Beta (5Y) | 2.571 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 95.17% |
Historical Sharpe Ratio (5Y) | -0.3477 |
Historical Sortino (5Y) | -0.6011 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 34.08% |