ChampionX Corp (CHX)
35.46
+1.02
(+2.96%)
USD |
NASDAQ |
Mar 27, 16:00
35.55
+0.09
(+0.25%)
After-Hours: 07:27
ChampionX Max Drawdown (5Y): 93.37% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 93.37% |
January 31, 2024 | 93.37% |
December 31, 2023 | 93.37% |
November 30, 2023 | 93.37% |
October 31, 2023 | 93.37% |
September 30, 2023 | 93.37% |
August 31, 2023 | 93.37% |
July 31, 2023 | 93.37% |
June 30, 2023 | 93.37% |
May 31, 2023 | 93.37% |
April 30, 2023 | 93.37% |
March 31, 2023 | 93.37% |
February 28, 2023 | 93.37% |
January 31, 2023 | 93.37% |
December 31, 2022 | 93.37% |
November 30, 2022 | 93.37% |
October 31, 2022 | 93.37% |
September 30, 2022 | 93.37% |
August 31, 2022 | 93.37% |
July 31, 2022 | 93.37% |
June 30, 2022 | 93.37% |
May 31, 2022 | 93.37% |
April 30, 2022 | 93.37% |
March 31, 2022 | 93.37% |
February 28, 2022 | 93.37% |
Date | Value |
---|---|
January 31, 2022 | 93.37% |
December 31, 2021 | 93.37% |
November 30, 2021 | 93.37% |
October 31, 2021 | 93.37% |
September 30, 2021 | 93.37% |
August 31, 2021 | 93.37% |
July 31, 2021 | 93.37% |
June 30, 2021 | 93.37% |
May 31, 2021 | 93.37% |
April 30, 2021 | 93.37% |
March 31, 2021 | 93.37% |
February 28, 2021 | 93.37% |
January 31, 2021 | 93.37% |
December 31, 2020 | 93.37% |
November 30, 2020 | 93.37% |
October 31, 2020 | 93.37% |
September 30, 2020 | 93.37% |
August 31, 2020 | 93.37% |
July 31, 2020 | 93.37% |
June 30, 2020 | 93.37% |
May 31, 2020 | 93.37% |
April 30, 2020 | 93.37% |
March 31, 2020 | 93.37% |
February 29, 2020 | 59.39% |
January 31, 2020 | 47.22% |
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
41.56%
Minimum
Mar 2019
93.37%
Maximum
Mar 2020
83.86%
Average
93.37%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Dril-Quip Inc | 72.22% |
Natural Gas Services Group Inc | 87.91% |
NOV Inc | 83.24% |
Superior Drilling Products Inc | 94.66% |
Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -38.49 |
Beta (5Y) | 2.431 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.08% |
Historical Sharpe Ratio (5Y) | -0.1003 |
Historical Sortino (5Y) | -0.1529 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.98% |