Dril-Quip Inc (DELISTED) (DRQ:DL)
15.41
-0.56
(-3.51%)
USD |
NYSE |
Sep 06, 16:00
Dril-Quip Max Drawdown (5Y): 72.22% for Aug. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2024 | 72.22% |
| July 31, 2024 | 72.22% |
| June 30, 2024 | 72.22% |
| May 31, 2024 | 72.22% |
| April 30, 2024 | 72.22% |
| March 31, 2024 | 72.22% |
| February 29, 2024 | 72.22% |
| January 31, 2024 | 72.22% |
| December 31, 2023 | 72.22% |
| November 30, 2023 | 72.22% |
| October 31, 2023 | 73.29% |
| September 30, 2023 | 76.82% |
| August 31, 2023 | 76.82% |
| July 31, 2023 | 76.82% |
| June 30, 2023 | 76.82% |
| May 31, 2023 | 76.82% |
| April 30, 2023 | 76.82% |
| March 31, 2023 | 76.82% |
| February 28, 2023 | 76.82% |
| January 31, 2023 | 76.82% |
| December 31, 2022 | 76.82% |
| November 30, 2022 | 76.82% |
| October 31, 2022 | 76.82% |
| September 30, 2022 | 76.82% |
| August 31, 2022 | 76.82% |
| Date | Value |
|---|---|
| July 31, 2022 | 76.82% |
| June 30, 2022 | 76.82% |
| May 31, 2022 | 76.82% |
| April 30, 2022 | 76.82% |
| March 31, 2022 | 76.82% |
| February 28, 2022 | 76.82% |
| January 31, 2022 | 76.82% |
| December 31, 2021 | 76.82% |
| November 30, 2021 | 76.82% |
| October 31, 2021 | 76.82% |
| September 30, 2021 | 76.82% |
| August 31, 2021 | 76.82% |
| July 31, 2021 | 76.82% |
| June 30, 2021 | 76.82% |
| May 31, 2021 | 76.82% |
| April 30, 2021 | 76.82% |
| March 31, 2021 | 76.82% |
| February 28, 2021 | 76.82% |
| January 31, 2021 | 76.82% |
| December 31, 2020 | 76.82% |
| November 30, 2020 | 76.82% |
| October 31, 2020 | 76.82% |
| September 30, 2020 | 76.82% |
| August 31, 2020 | 76.82% |
| July 31, 2020 | 76.82% |
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
72.22%
Minimum
Nov 2023
76.82%
Maximum
Nov 2019
75.96%
Average
76.82%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Innovex International Inc | -- |
| Natural Gas Services Group Inc | 87.91% |
| NOV Inc | 83.24% |
| Newpark Resources Inc | 94.07% |
| Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.47 |
| Beta (5Y) | 0.8444 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.50% |
| Historical Sharpe Ratio (5Y) | -0.423 |
| Historical Sortino (5Y) | -0.8208 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.20% |