KLX Energy Services Holdings Inc (KLXE)
6.12
+0.14
(+2.34%)
USD |
NASDAQ |
Nov 21, 16:00
6.12
0.00 (0.00%)
After-Hours: 07:49
KLX Energy Services Holdings Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Oceaneering International Inc | 96.23% |
| Kosmos Energy Ltd | 94.33% |
| NextDecade Corp | 88.79% |
| Weatherford International PLC | -- |
| ProFrac Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -63.71 |
| Beta (5Y) | 2.000 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.0% |
| Historical Sharpe Ratio (5Y) | -0.3132 |
| Historical Sortino (5Y) | -0.714 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.66% |