Ranger Energy Services Inc (RNGR)
10.54
+0.11
(+1.05%)
USD |
NYSE |
May 20, 16:00
10.56
+0.02
(+0.19%)
After-Hours: 20:00
Ranger Energy Services Max Drawdown (5Y): 85.16% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 85.16% |
| March 31, 2024 | 85.16% |
| February 29, 2024 | 85.16% |
| January 31, 2024 | 85.16% |
| December 31, 2023 | 85.16% |
| November 30, 2023 | 85.16% |
| October 31, 2023 | 85.16% |
| September 30, 2023 | 85.16% |
| August 31, 2023 | 85.16% |
| July 31, 2023 | 85.16% |
| June 30, 2023 | 85.16% |
| May 31, 2023 | 85.16% |
| April 30, 2023 | 85.16% |
| March 31, 2023 | 85.16% |
| February 28, 2023 | 85.16% |
| January 31, 2023 | 85.16% |
| December 31, 2022 | 85.16% |
| November 30, 2022 | 85.16% |
| October 31, 2022 | 85.16% |
| September 30, 2022 | 85.16% |
| August 31, 2022 | 85.16% |
| July 31, 2022 | 85.16% |
| June 30, 2022 | 85.16% |
| May 31, 2022 | 85.16% |
| April 30, 2022 | 85.16% |
| Date | Value |
|---|---|
| March 31, 2022 | 85.16% |
| February 28, 2022 | 85.16% |
| January 31, 2022 | 85.16% |
| December 31, 2021 | 85.16% |
| November 30, 2021 | 85.16% |
| October 31, 2021 | 85.16% |
| September 30, 2021 | 85.16% |
| August 31, 2021 | 85.16% |
| July 31, 2021 | 85.16% |
| June 30, 2021 | 85.16% |
| May 31, 2021 | 85.16% |
| April 30, 2021 | 85.16% |
| March 31, 2021 | 85.16% |
| February 28, 2021 | 85.16% |
| January 31, 2021 | 85.16% |
| December 31, 2020 | 85.16% |
| November 30, 2020 | 85.16% |
| October 31, 2020 | 85.16% |
| September 30, 2020 | 85.16% |
| August 31, 2020 | 83.16% |
| July 31, 2020 | 83.16% |
| June 30, 2020 | 82.84% |
| May 31, 2020 | 80.13% |
| April 30, 2020 | 80.13% |
| March 31, 2020 | 80.13% |
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
69.61%
Minimum
May 2019
85.16%
Maximum
Sep 2020
82.21%
Average
85.16%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Kosmos Energy Ltd | 94.29% |
| Martin Midstream Partners LP | 94.90% |
| Dawson Geophysical Co | 89.76% |
| Smart Sand Inc | 97.14% |
| Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.968 |
| Beta (5Y) | 0.6601 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.49% |
| Historical Sharpe Ratio (5Y) | 0.0869 |
| Historical Sortino (5Y) | 0.1313 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.25% |