TechnipFMC PLC (FTI)
25.93
+0.57
(+2.25%)
USD |
NYSE |
May 02, 16:00
25.94
0.00 (0.00%)
After-Hours: 20:00
TechnipFMC Max Drawdown (5Y): 87.38% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.38% |
March 31, 2024 | 87.38% |
February 29, 2024 | 87.38% |
January 31, 2024 | 87.38% |
December 31, 2023 | 87.38% |
November 30, 2023 | 87.38% |
October 31, 2023 | 87.38% |
September 30, 2023 | 87.38% |
August 31, 2023 | 87.38% |
July 31, 2023 | 87.38% |
June 30, 2023 | 87.38% |
May 31, 2023 | 87.38% |
April 30, 2023 | 87.38% |
March 31, 2023 | 87.38% |
February 28, 2023 | 87.38% |
January 31, 2023 | 87.38% |
December 31, 2022 | 87.38% |
November 30, 2022 | 87.38% |
October 31, 2022 | 87.38% |
September 30, 2022 | 87.38% |
August 31, 2022 | 87.38% |
July 31, 2022 | 87.38% |
June 30, 2022 | 87.38% |
May 31, 2022 | 87.38% |
April 30, 2022 | 87.38% |
Date | Value |
---|---|
March 31, 2022 | 87.38% |
February 28, 2022 | 87.38% |
January 31, 2022 | 87.38% |
December 31, 2021 | 87.38% |
November 30, 2021 | 87.38% |
October 31, 2021 | 87.38% |
September 30, 2021 | 87.38% |
August 31, 2021 | 87.38% |
July 31, 2021 | 87.38% |
June 30, 2021 | 87.38% |
May 31, 2021 | 87.38% |
April 30, 2021 | 87.38% |
March 31, 2021 | 87.38% |
February 28, 2021 | 87.38% |
January 31, 2021 | 87.38% |
December 31, 2020 | 87.38% |
November 30, 2020 | 87.38% |
October 31, 2020 | 87.38% |
September 30, 2020 | 87.38% |
August 31, 2020 | 87.38% |
July 31, 2020 | 87.38% |
June 30, 2020 | 87.38% |
May 31, 2020 | 87.38% |
April 30, 2020 | 87.38% |
March 31, 2020 | 87.38% |
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
68.13%
Minimum
May 2019
87.38%
Maximum
Mar 2020
84.17%
Average
87.38%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Energy Transfer LP | 81.50% |
Archrock Inc | 87.09% |
Exxon Mobil Corp | 61.33% |
Western Midstream Partners LP | 93.47% |
Patterson-UTI Energy Inc | 94.04% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -18.27 |
Beta (5Y) | 1.612 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.79% |
Historical Sharpe Ratio (5Y) | -0.0054 |
Historical Sortino (5Y) | -0.0079 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.64% |