KLX Energy Services Holdings Inc (KLXE)
7.03
-0.07
(-0.99%)
USD |
NASDAQ |
Apr 26, 10:53
KLX Energy Services Holdings Max Drawdown (5Y): 98.37% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| May 31, 2022 | 98.37% |
| April 30, 2022 | 98.37% |
| March 31, 2022 | 98.37% |
| Date | Value |
|---|---|
| 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% |
| April 30, 2020 | 98.37% |
| March 31, 2020 | 97.97% |
| February 29, 2020 | 93.04% |
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
42.59%
Minimum
Apr 2019
98.37%
Maximum
Apr 2020
93.06%
Average
98.37%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Dawson Geophysical Co | 89.76% |
| NextDecade Corp | 88.79% |
| Nine Energy Service Inc | 99.03% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.80 |
| Beta (5Y) | 2.150 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 122.0% |
| Historical Sharpe Ratio (5Y) | -0.3667 |
| Historical Sortino (5Y) | -0.8436 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 44.15% |