Archrock Inc (AROC)

24.55 +0.52 (+2.16%) USD  |  NYSE  |  Dec 20, 16:00
24.58 +0.03 (+0.12%) Pre-Market: 20:00
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Archrock Max Drawdown (5Y): 84.86% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Core Laboratories Inc 93.49%
MPLX LP 85.27%
PEDEVCO Corp 90.58%
Baker Hughes Co 85.48%
Nine Energy Service Inc 99.03%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 9.211
Beta (5Y) 1.598
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.48%
Historical Sharpe Ratio (5Y) 0.6053
Historical Sortino (5Y) 0.8187
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.60%