Flotek Industries Inc (FTK)
3.48
0.00 (0.00%)
USD |
NYSE |
May 03, 16:00
3.47
-0.01
(-0.29%)
Pre-Market: 20:00
Flotek Industries Max Drawdown (5Y): 96.70% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 96.70% |
March 31, 2024 | 96.70% |
February 29, 2024 | 96.70% |
January 31, 2024 | 96.70% |
December 31, 2023 | 96.70% |
November 30, 2023 | 96.70% |
October 31, 2023 | 96.79% |
September 30, 2023 | 96.91% |
August 31, 2023 | 96.91% |
July 31, 2023 | 96.91% |
June 30, 2023 | 96.91% |
May 31, 2023 | 96.91% |
April 30, 2023 | 96.91% |
March 31, 2023 | 96.91% |
February 28, 2023 | 96.91% |
January 31, 2023 | 96.91% |
December 31, 2022 | 96.91% |
November 30, 2022 | 96.91% |
October 31, 2022 | 96.91% |
September 30, 2022 | 96.91% |
August 31, 2022 | 96.91% |
July 31, 2022 | 96.91% |
June 30, 2022 | 96.91% |
May 31, 2022 | 96.91% |
April 30, 2022 | 96.91% |
Date | Value |
---|---|
March 31, 2022 | 96.91% |
February 28, 2022 | 96.91% |
January 31, 2022 | 96.91% |
December 31, 2021 | 96.91% |
November 30, 2021 | 96.91% |
October 31, 2021 | 96.91% |
September 30, 2021 | 96.91% |
August 31, 2021 | 96.91% |
July 31, 2021 | 96.91% |
June 30, 2021 | 96.91% |
May 31, 2021 | 96.91% |
April 30, 2021 | 96.91% |
March 31, 2021 | 96.91% |
February 28, 2021 | 96.91% |
January 31, 2021 | 96.91% |
December 31, 2020 | 96.91% |
November 30, 2020 | 96.91% |
October 31, 2020 | 96.91% |
September 30, 2020 | 96.91% |
August 31, 2020 | 96.91% |
July 31, 2020 | 96.91% |
June 30, 2020 | 96.91% |
May 31, 2020 | 96.91% |
April 30, 2020 | 96.91% |
March 31, 2020 | 96.91% |
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
96.70%
Minimum
Nov 2023
96.91%
Maximum
May 2019
96.88%
Average
96.91%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Liberty Energy Inc | 90.04% |
Dawson Geophysical Co | 89.76% |
Diversified Energy Co PLC | 57.67% |
ProFrac Holding Corp | -- |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -44.48 |
Beta (5Y) | 1.059 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 80.01% |
Historical Sharpe Ratio (5Y) | -0.4085 |
Historical Sortino (5Y) | -0.8643 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.43% |