National Energy Services Reunited Corp (NESR)
9.75
-0.15
(-1.52%)
USD |
OTCM |
May 01, 16:00
National Energy Services Reunited Max Drawdown (5Y): 83.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 83.12% |
March 31, 2024 | 83.12% |
February 29, 2024 | 83.12% |
January 31, 2024 | 83.12% |
December 31, 2023 | 83.12% |
November 30, 2023 | 83.12% |
October 31, 2023 | 83.12% |
September 30, 2023 | 83.12% |
August 31, 2023 | 83.12% |
July 31, 2023 | 83.12% |
June 30, 2023 | 83.12% |
May 31, 2023 | 83.12% |
April 30, 2023 | 83.12% |
March 31, 2023 | 69.78% |
February 28, 2023 | 69.78% |
January 31, 2023 | 69.78% |
December 31, 2022 | 69.78% |
November 30, 2022 | 69.78% |
October 31, 2022 | 69.78% |
September 30, 2022 | 69.78% |
August 31, 2022 | 69.78% |
July 31, 2022 | 69.78% |
June 30, 2022 | 69.78% |
May 31, 2022 | 69.78% |
April 30, 2022 | 69.78% |
Date | Value |
---|---|
March 31, 2022 | 69.78% |
February 28, 2022 | 69.78% |
January 31, 2022 | 69.78% |
December 31, 2021 | 69.78% |
November 30, 2021 | 69.78% |
October 31, 2021 | 69.78% |
September 30, 2021 | 69.78% |
August 31, 2021 | 69.78% |
July 31, 2021 | 69.78% |
June 30, 2021 | 69.78% |
May 31, 2021 | 69.78% |
April 30, 2021 | 69.78% |
March 31, 2021 | 69.78% |
February 28, 2021 | 69.78% |
January 31, 2021 | 69.78% |
December 31, 2020 | 69.78% |
November 30, 2020 | 69.78% |
October 31, 2020 | 69.78% |
September 30, 2020 | 69.78% |
August 31, 2020 | 69.78% |
July 31, 2020 | 69.78% |
June 30, 2020 | 69.78% |
May 31, 2020 | 69.78% |
April 30, 2020 | 69.78% |
March 31, 2020 | 68.38% |
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
42.57%
Minimum
May 2019
83.12%
Maximum
Apr 2023
69.50%
Average
69.78%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Adams Resources & Energy Inc | 65.68% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Enservco Corp | 98.32% |
Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.574 |
Beta (5Y) | 0.5585 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.00% |
Historical Sharpe Ratio (5Y) | -0.0549 |
Historical Sortino (5Y) | -0.0988 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.62% |