Archrock Inc (AROC)
19.83
-0.12
(-0.60%)
USD |
NYSE |
Apr 24, 16:00
19.83
0.00 (0.00%)
After-Hours: 16:45
Archrock Max Drawdown (5Y): 87.09% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.09% |
| February 29, 2024 | 87.09% |
| January 31, 2024 | 87.09% |
| December 31, 2023 | 87.09% |
| November 30, 2023 | 87.09% |
| October 31, 2023 | 87.09% |
| September 30, 2023 | 87.09% |
| August 31, 2023 | 87.09% |
| July 31, 2023 | 87.09% |
| June 30, 2023 | 87.09% |
| May 31, 2023 | 87.09% |
| April 30, 2023 | 87.09% |
| March 31, 2023 | 87.09% |
| February 28, 2023 | 87.09% |
| January 31, 2023 | 87.09% |
| December 31, 2022 | 87.09% |
| November 30, 2022 | 87.09% |
| October 31, 2022 | 87.09% |
| September 30, 2022 | 87.09% |
| August 31, 2022 | 87.09% |
| July 31, 2022 | 87.09% |
| June 30, 2022 | 87.09% |
| May 31, 2022 | 87.09% |
| April 30, 2022 | 87.09% |
| March 31, 2022 | 87.09% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.09% |
| January 31, 2022 | 87.09% |
| December 31, 2021 | 87.09% |
| November 30, 2021 | 87.09% |
| October 31, 2021 | 87.09% |
| September 30, 2021 | 87.09% |
| August 31, 2021 | 87.09% |
| July 31, 2021 | 87.09% |
| June 30, 2021 | 87.09% |
| May 31, 2021 | 87.09% |
| April 30, 2021 | 87.09% |
| March 31, 2021 | 87.09% |
| February 28, 2021 | 87.09% |
| January 31, 2021 | 87.09% |
| December 31, 2020 | 87.09% |
| November 30, 2020 | 87.09% |
| October 31, 2020 | 87.09% |
| September 30, 2020 | 87.09% |
| August 31, 2020 | 87.09% |
| July 31, 2020 | 87.09% |
| June 30, 2020 | 87.09% |
| May 31, 2020 | 87.09% |
| April 30, 2020 | 87.09% |
| March 31, 2020 | 87.09% |
| February 29, 2020 | 85.68% |
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
85.68%
Minimum
Apr 2019
87.09%
Maximum
Mar 2020
86.83%
Average
87.09%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Helmerich & Payne Inc | 81.84% |
| Chevron Corp | 55.77% |
| Oceaneering International Inc | 95.82% |
| Baker Hughes Co | 84.99% |
| Hess Corp | 60.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.0866 |
| Beta (5Y) | 1.590 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.09% |
| Historical Sharpe Ratio (5Y) | 0.408 |
| Historical Sortino (5Y) | 0.5704 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.35% |