Liberty Energy Inc (LBRT)
23.01
0.00 (0.00%)
USD |
NYSE |
Apr 26, 16:00
23.02
0.00 (0.00%)
Pre-Market: 20:00
Liberty Energy Max Drawdown (5Y): 90.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 90.04% |
February 29, 2024 | 90.04% |
January 31, 2024 | 90.04% |
December 31, 2023 | 90.04% |
November 30, 2023 | 90.04% |
October 31, 2023 | 90.04% |
September 30, 2023 | 90.04% |
August 31, 2023 | 90.04% |
July 31, 2023 | 90.04% |
June 30, 2023 | 90.04% |
May 31, 2023 | 90.04% |
April 30, 2023 | 90.04% |
March 31, 2023 | 90.04% |
February 28, 2023 | 90.04% |
January 31, 2023 | 90.04% |
December 31, 2022 | 90.04% |
November 30, 2022 | 90.04% |
October 31, 2022 | 90.04% |
September 30, 2022 | 90.04% |
August 31, 2022 | 90.04% |
July 31, 2022 | 90.04% |
June 30, 2022 | 90.04% |
May 31, 2022 | 90.04% |
April 30, 2022 | 90.04% |
March 31, 2022 | 90.04% |
Date | Value |
---|---|
February 28, 2022 | 90.04% |
January 31, 2022 | 90.04% |
December 31, 2021 | 90.04% |
November 30, 2021 | 90.04% |
October 31, 2021 | 90.04% |
September 30, 2021 | 90.04% |
August 31, 2021 | 90.04% |
July 31, 2021 | 90.04% |
June 30, 2021 | 90.04% |
May 31, 2021 | 90.04% |
April 30, 2021 | 90.04% |
March 31, 2021 | 90.04% |
February 28, 2021 | 90.04% |
January 31, 2021 | 90.04% |
December 31, 2020 | 90.04% |
November 30, 2020 | 90.04% |
October 31, 2020 | 90.04% |
September 30, 2020 | 90.04% |
August 31, 2020 | 90.04% |
July 31, 2020 | 90.04% |
June 30, 2020 | 90.04% |
May 31, 2020 | 90.04% |
April 30, 2020 | 90.04% |
March 31, 2020 | 89.42% |
February 29, 2020 | 71.51% |
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
44.63%
Minimum
Apr 2019
90.04%
Maximum
Apr 2020
83.90%
Average
90.04%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Flotek Industries Inc | 96.70% |
Kinder Morgan Inc | 71.82% |
ProFrac Holding Corp | -- |
Martin Midstream Partners LP | 94.90% |
Dawson Geophysical Co | 89.76% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.17 |
Beta (5Y) | 1.856 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 72.71% |
Historical Sharpe Ratio (5Y) | 0.0696 |
Historical Sortino (5Y) | 0.1123 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.41% |