Forum Energy Technologies Inc (FET)
15.07
+0.23
(+1.55%)
USD |
NYSE |
Nov 05, 16:00
15.07
0.00 (0.00%)
After-Hours: 18:39
Forum Energy Technologies Max Drawdown (5Y): 99.35% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 99.35% |
| September 30, 2024 | 99.35% |
| August 31, 2024 | 99.35% |
| July 31, 2024 | 99.35% |
| June 30, 2024 | 99.35% |
| May 31, 2024 | 99.35% |
| April 30, 2024 | 99.35% |
| March 31, 2024 | 99.35% |
| February 29, 2024 | 99.35% |
| January 31, 2024 | 99.35% |
| December 31, 2023 | 99.35% |
| November 30, 2023 | 99.35% |
| October 31, 2023 | 99.35% |
| September 30, 2023 | 99.35% |
| August 31, 2023 | 99.35% |
| July 31, 2023 | 99.35% |
| June 30, 2023 | 99.35% |
| May 31, 2023 | 99.35% |
| April 30, 2023 | 99.35% |
| March 31, 2023 | 99.35% |
| February 28, 2023 | 99.35% |
| January 31, 2023 | 99.35% |
| December 31, 2022 | 99.35% |
| November 30, 2022 | 99.35% |
| October 31, 2022 | 99.35% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.35% |
| August 31, 2022 | 99.35% |
| July 31, 2022 | 99.35% |
| June 30, 2022 | 99.35% |
| May 31, 2022 | 99.35% |
| April 30, 2022 | 99.35% |
| March 31, 2022 | 99.35% |
| February 28, 2022 | 99.35% |
| January 31, 2022 | 99.35% |
| December 31, 2021 | 99.35% |
| November 30, 2021 | 99.35% |
| October 31, 2021 | 99.35% |
| September 30, 2021 | 99.35% |
| August 31, 2021 | 99.35% |
| July 31, 2021 | 99.35% |
| June 30, 2021 | 99.35% |
| May 31, 2021 | 99.35% |
| April 30, 2021 | 99.35% |
| March 31, 2021 | 99.35% |
| February 28, 2021 | 99.35% |
| January 31, 2021 | 99.35% |
| December 31, 2020 | 99.35% |
| November 30, 2020 | 99.35% |
| October 31, 2020 | 99.35% |
| September 30, 2020 | 99.35% |
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
96.12%
Minimum
Nov 2019
99.35%
Maximum
Apr 2020
99.14%
Average
99.35%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Drilling Tools International Corp | -- |
| Natural Gas Services Group Inc | 87.91% |
| NOV Inc | 83.24% |
| Geospace Technologies Corp | 80.96% |
| ChampionX Corp | 93.37% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -43.80 |
| Beta (5Y) | 2.464 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.07% |
| Historical Sharpe Ratio (5Y) | -0.1347 |
| Historical Sortino (5Y) | -0.2286 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.64% |