Flotek Industries Inc (FTK)
8.16
+0.10
(+1.24%)
USD |
NYSE |
Nov 22, 16:00
8.44
+0.28
(+3.43%)
After-Hours: 17:54
Flotek Industries Max Drawdown (5Y): 96.70% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 96.70% |
| September 30, 2024 | 96.70% |
| August 31, 2024 | 96.70% |
| July 31, 2024 | 96.70% |
| June 30, 2024 | 96.70% |
| May 31, 2024 | 96.70% |
| April 30, 2024 | 96.70% |
| March 31, 2024 | 96.70% |
| February 29, 2024 | 96.70% |
| January 31, 2024 | 96.70% |
| December 31, 2023 | 96.79% |
| November 30, 2023 | 96.91% |
| October 31, 2023 | 96.91% |
| September 30, 2023 | 96.91% |
| August 31, 2023 | 96.91% |
| July 31, 2023 | 96.91% |
| June 30, 2023 | 96.91% |
| May 31, 2023 | 96.91% |
| April 30, 2023 | 96.91% |
| March 31, 2023 | 96.91% |
| February 28, 2023 | 96.91% |
| January 31, 2023 | 96.91% |
| December 31, 2022 | 96.91% |
| November 30, 2022 | 96.91% |
| October 31, 2022 | 96.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.91% |
| August 31, 2022 | 96.91% |
| July 31, 2022 | 96.91% |
| June 30, 2022 | 96.91% |
| May 31, 2022 | 96.91% |
| April 30, 2022 | 96.91% |
| March 31, 2022 | 96.91% |
| February 28, 2022 | 96.91% |
| January 31, 2022 | 96.91% |
| December 31, 2021 | 96.91% |
| November 30, 2021 | 96.91% |
| October 31, 2021 | 96.91% |
| September 30, 2021 | 96.91% |
| August 31, 2021 | 96.91% |
| July 31, 2021 | 96.91% |
| June 30, 2021 | 96.91% |
| May 31, 2021 | 96.91% |
| April 30, 2021 | 96.91% |
| March 31, 2021 | 96.91% |
| February 28, 2021 | 96.91% |
| January 31, 2021 | 96.91% |
| December 31, 2020 | 96.91% |
| November 30, 2020 | 96.91% |
| October 31, 2020 | 96.91% |
| September 30, 2020 | 96.91% |
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
96.70%
Minimum
Jan 2024
96.91%
Maximum
Nov 2019
96.87%
Average
96.91%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Archrock Inc | 84.86% |
| Kosmos Energy Ltd | 94.33% |
| Solaris Energy Infrastructure Inc | 79.48% |
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -31.20 |
| Beta (5Y) | 1.039 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.53% |
| Historical Sharpe Ratio (5Y) | -0.2236 |
| Historical Sortino (5Y) | -0.4781 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.70% |