Helix Energy Solutions Group Inc (HLX)
11.15
+0.31
(+2.86%)
USD |
NYSE |
Apr 23, 16:00
11.04
-0.11
(-0.99%)
Pre-Market: 08:12
Helix Energy Solutions Group Max Drawdown (5Y): 93.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 93.81% |
February 29, 2024 | 93.81% |
January 31, 2024 | 93.81% |
December 31, 2023 | 93.81% |
November 30, 2023 | 93.81% |
October 31, 2023 | 93.81% |
September 30, 2023 | 93.81% |
August 31, 2023 | 93.81% |
July 31, 2023 | 93.81% |
June 30, 2023 | 93.81% |
May 31, 2023 | 93.81% |
April 30, 2023 | 93.81% |
March 31, 2023 | 93.81% |
February 28, 2023 | 93.81% |
January 31, 2023 | 93.81% |
December 31, 2022 | 93.81% |
November 30, 2022 | 93.81% |
October 31, 2022 | 93.81% |
September 30, 2022 | 93.81% |
August 31, 2022 | 93.81% |
July 31, 2022 | 93.81% |
June 30, 2022 | 93.81% |
May 31, 2022 | 93.81% |
April 30, 2022 | 93.81% |
March 31, 2022 | 93.81% |
Date | Value |
---|---|
February 28, 2022 | 93.81% |
January 31, 2022 | 93.81% |
December 31, 2021 | 93.81% |
November 30, 2021 | 93.81% |
October 31, 2021 | 93.81% |
September 30, 2021 | 93.81% |
August 31, 2021 | 93.81% |
July 31, 2021 | 93.81% |
June 30, 2021 | 93.81% |
May 31, 2021 | 93.81% |
April 30, 2021 | 93.81% |
March 31, 2021 | 93.81% |
February 28, 2021 | 93.81% |
January 31, 2021 | 93.81% |
December 31, 2020 | 93.81% |
November 30, 2020 | 93.81% |
October 31, 2020 | 93.81% |
September 30, 2020 | 93.81% |
August 31, 2020 | 93.81% |
July 31, 2020 | 93.81% |
June 30, 2020 | 93.81% |
May 31, 2020 | 93.81% |
April 30, 2020 | 93.81% |
March 31, 2020 | 92.00% |
February 29, 2020 | 90.44% |
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
90.44%
Minimum
Apr 2019
93.81%
Maximum
Apr 2020
93.16%
Average
93.81%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Oceaneering International Inc | 95.82% |
Solaris Oilfield Infrastructure Inc | 79.48% |
US Silica Holdings Inc | 98.49% |
Baker Hughes Co | 84.99% |
Atlas Energy Solutions Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -28.18 |
Beta (5Y) | 2.504 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.53% |
Historical Sharpe Ratio (5Y) | 0.0509 |
Historical Sortino (5Y) | 0.0814 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.98% |