Flotek Industries Inc (FTK)

7.32 -0.04 (-0.54%) USD  |  NYSE  |  Dec 20, 16:00
7.27 -0.05 (-0.68%) After-Hours: 20:00
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Flotek Industries Max Drawdown (5Y): 96.70% 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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Median

Max Drawdown (5Y) Benchmarks

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Nine Energy Service Inc 99.03%
Archrock Inc 84.86%
Targa Resources Corp 93.41%
Kosmos Energy Ltd 94.33%
Mach Natural Resources LP --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -23.29
Beta (5Y) 1.237
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 82.83%
Historical Sharpe Ratio (5Y) -0.0817
Historical Sortino (5Y) -0.1808
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.70%