KLX Energy Services Holdings Inc (KLXE)
6.54
-0.03
(-0.46%)
USD |
NASDAQ |
Jul 26, 16:00
6.54
0.00 (0.00%)
After-Hours: 20:00
KLX Energy Services Holdings Max Drawdown (5Y): 98.37% for June 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
June 30, 2024 | 98.37% |
May 31, 2024 | 98.37% |
April 30, 2024 | 98.37% |
March 31, 2024 | 98.37% |
February 29, 2024 | 98.37% |
January 31, 2024 | 98.37% |
December 31, 2023 | 98.37% |
November 30, 2023 | 98.37% |
October 31, 2023 | 98.37% |
September 30, 2023 | 98.37% |
August 31, 2023 | 98.37% |
July 31, 2023 | 98.37% |
June 30, 2023 | 98.37% |
May 31, 2023 | 98.37% |
April 30, 2023 | 98.37% |
March 31, 2023 | 98.37% |
February 28, 2023 | 98.37% |
January 31, 2023 | 98.37% |
December 31, 2022 | 98.37% |
November 30, 2022 | 98.37% |
October 31, 2022 | 98.37% |
September 30, 2022 | 98.37% |
August 31, 2022 | 98.37% |
July 31, 2022 | 98.37% |
June 30, 2022 | 98.37% |
Date | Value |
---|---|
May 31, 2022 | 98.37% |
April 30, 2022 | 98.37% |
March 31, 2022 | 98.37% |
February 28, 2022 | 98.37% |
January 31, 2022 | 98.37% |
December 31, 2021 | 98.37% |
November 30, 2021 | 98.37% |
October 31, 2021 | 98.37% |
September 30, 2021 | 98.37% |
August 31, 2021 | 98.37% |
July 31, 2021 | 98.37% |
June 30, 2021 | 98.37% |
May 31, 2021 | 98.37% |
April 30, 2021 | 98.37% |
March 31, 2021 | 98.37% |
February 28, 2021 | 98.37% |
January 31, 2021 | 98.37% |
December 31, 2020 | 98.37% |
November 30, 2020 | 98.37% |
October 31, 2020 | 98.37% |
September 30, 2020 | 98.37% |
August 31, 2020 | 98.37% |
July 31, 2020 | 98.37% |
June 30, 2020 | 98.37% |
May 31, 2020 | 98.37% |
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
55.32%
Minimum
Jul 2019
98.37%
Maximum
Apr 2020
95.81%
Average
98.37%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Dawson Geophysical Co | 89.76% |
Viper Energy Inc | 86.96% |
Diversified Energy Co PLC | 57.67% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -73.83 |
Beta (5Y) | 2.036 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.2% |
Historical Sharpe Ratio (5Y) | -0.3923 |
Historical Sortino (5Y) | -0.8976 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.15% |