Liberty Energy Inc (LBRT)
18.99
+0.64
(+3.49%)
USD |
NYSE |
Nov 22, 16:00
19.11
+0.12
(+0.63%)
Pre-Market: 07:03
Liberty Energy 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
| Kinder Morgan Inc | 72.71% |
| Halliburton Co | 91.49% |
| Schlumberger Ltd | 84.81% |
| KLX Energy Services Holdings Inc | -- |
| ProFrac Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -10.31 |
| Beta (5Y) | 1.706 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.53% |
| Historical Sharpe Ratio (5Y) | 0.1661 |
| Historical Sortino (5Y) | 0.2557 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.40% |