ChampionX Corp (CHX)
31.24
-0.04
(-0.13%)
USD |
NASDAQ |
Nov 22, 16:00
31.04
-0.20
(-0.64%)
Pre-Market: 09:12
ChampionX Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Natural Gas Services Group Inc | 87.91% |
| NOV Inc | 83.65% |
| Newpark Resources Inc | 94.07% |
| Oil States International Inc | 96.49% |
| Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.11 |
| Beta (5Y) | 2.381 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.88% |
| Historical Sharpe Ratio (5Y) | 0.0087 |
| Historical Sortino (5Y) | 0.0129 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.81% |