Fuel Tech Inc (FTEK)
1.15
+0.10
(+9.52%)
USD |
NASDAQ |
Nov 21, 16:00
1.15
0.00 (0.00%)
After-Hours: 07:27
Fuel Tech Max Drawdown (5Y): 87.46% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.46% |
| September 30, 2024 | 87.46% |
| August 31, 2024 | 87.46% |
| July 31, 2024 | 87.46% |
| June 30, 2024 | 87.46% |
| May 31, 2024 | 87.46% |
| April 30, 2024 | 87.46% |
| March 31, 2024 | 87.46% |
| February 29, 2024 | 87.46% |
| January 31, 2024 | 87.46% |
| December 31, 2023 | 87.46% |
| November 30, 2023 | 87.46% |
| October 31, 2023 | 87.46% |
| September 30, 2023 | 87.46% |
| August 31, 2023 | 87.68% |
| July 31, 2023 | 89.33% |
| June 30, 2023 | 89.33% |
| May 31, 2023 | 89.33% |
| April 30, 2023 | 89.33% |
| March 31, 2023 | 89.33% |
| February 28, 2023 | 89.33% |
| January 31, 2023 | 89.33% |
| December 31, 2022 | 89.33% |
| November 30, 2022 | 89.66% |
| October 31, 2022 | 89.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 89.98% |
| August 31, 2022 | 90.54% |
| July 31, 2022 | 91.14% |
| June 30, 2022 | 91.30% |
| May 31, 2022 | 91.31% |
| April 30, 2022 | 91.64% |
| March 31, 2022 | 91.64% |
| February 28, 2022 | 91.64% |
| January 31, 2022 | 91.64% |
| December 31, 2021 | 91.64% |
| November 30, 2021 | 91.64% |
| October 31, 2021 | 91.64% |
| September 30, 2021 | 91.64% |
| August 31, 2021 | 91.64% |
| July 31, 2021 | 91.64% |
| June 30, 2021 | 91.64% |
| May 31, 2021 | 91.64% |
| April 30, 2021 | 91.64% |
| March 31, 2021 | 91.64% |
| February 28, 2021 | 91.64% |
| January 31, 2021 | 91.64% |
| December 31, 2020 | 91.64% |
| November 30, 2020 | 91.64% |
| October 31, 2020 | 91.64% |
| September 30, 2020 | 91.64% |
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
87.46%
Minimum
Sep 2023
91.64%
Maximum
Nov 2019
90.16%
Average
91.47%
Median
Max Drawdown (5Y) Benchmarks
| 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) | -55.51 |
| Beta (5Y) | 4.132 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 200.7% |
| Historical Sharpe Ratio (5Y) | -0.0108 |
| Historical Sortino (5Y) | -0.0597 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.76% |