Fuel Tech Inc (FTEK)

1.04 +0.03 (+2.97%) USD  |  NASDAQ  |  Dec 20, 16:00
1.01 -0.03 (-2.88%) After-Hours: 20:00
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Fuel Tech Max Drawdown (5Y): 87.46% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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CECO Environmental Corp 74.13%
Donaldson Co Inc 42.72%
Kronos Advanced Technologies Inc 99.69%
AAON Inc 42.39%
Limbach Holdings Inc 84.10%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -55.49
Beta (5Y) 4.099
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 200.7%
Historical Sharpe Ratio (5Y) -0.0037
Historical Sortino (5Y) -0.0203
Monthly Value at Risk (VaR) 5% (5Y Lookback) 25.76%