Geospace Technologies Corp (GEOS)

10.03 +0.15 (+1.52%) USD  |  NASDAQ  |  Dec 20, 16:00
10.04 +0.01 (+0.10%) After-Hours: 20:00
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Geospace Technologies Max Drawdown (5Y): 80.96% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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MRC Global Inc 84.49%
Natural Gas Services Group Inc 87.91%
NOV Inc 83.65%
ChampionX Corp 93.37%
Drilling Tools International Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.15
Beta (5Y) 0.6000
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 61.92%
Historical Sharpe Ratio (5Y) -0.1313
Historical Sortino (5Y) -0.2082
Monthly Value at Risk (VaR) 5% (5Y Lookback) 23.57%