NextDecade Corp (NEXT)
5.55
+0.07
(+1.28%)
USD |
NASDAQ |
Nov 05, 10:33
NextDecade Max Drawdown (5Y): 88.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.79% |
| September 30, 2024 | 88.79% |
| August 31, 2024 | 88.79% |
| July 31, 2024 | 88.79% |
| June 30, 2024 | 88.79% |
| May 31, 2024 | 88.79% |
| April 30, 2024 | 88.79% |
| March 31, 2024 | 88.79% |
| February 29, 2024 | 88.79% |
| January 31, 2024 | 88.79% |
| December 31, 2023 | 88.79% |
| November 30, 2023 | 88.79% |
| October 31, 2023 | 88.79% |
| September 30, 2023 | 88.79% |
| August 31, 2023 | 88.79% |
| July 31, 2023 | 88.79% |
| June 30, 2023 | 88.79% |
| May 31, 2023 | 88.79% |
| April 30, 2023 | 88.79% |
| March 31, 2023 | 88.79% |
| February 28, 2023 | 88.79% |
| January 31, 2023 | 88.79% |
| December 31, 2022 | 88.79% |
| November 30, 2022 | 88.79% |
| October 31, 2022 | 88.79% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.79% |
| August 31, 2022 | 88.79% |
| July 31, 2022 | 88.79% |
| June 30, 2022 | 88.79% |
| May 31, 2022 | 88.79% |
| April 30, 2022 | 88.79% |
| March 31, 2022 | 88.79% |
| February 28, 2022 | 88.79% |
| January 31, 2022 | 88.79% |
| December 31, 2021 | 88.79% |
| November 30, 2021 | 88.79% |
| October 31, 2021 | 88.79% |
| September 30, 2021 | 88.79% |
| August 31, 2021 | 88.79% |
| July 31, 2021 | 88.79% |
| June 30, 2021 | 88.79% |
| May 31, 2021 | 88.79% |
| April 30, 2021 | 88.79% |
| March 31, 2021 | 88.79% |
| February 28, 2021 | 88.79% |
| January 31, 2021 | 88.79% |
| December 31, 2020 | 88.79% |
| November 30, 2020 | 88.79% |
| October 31, 2020 | 88.79% |
| September 30, 2020 | 88.79% |
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
69.54%
Minimum
Nov 2019
88.79%
Maximum
May 2020
87.50%
Average
88.79%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| MPLX LP | 84.60% |
| ProFrac Holding Corp | -- |
| Barnwell Industries Inc | 87.98% |
| CKX Lands Inc | 54.31% |
| Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.81 |
| Beta (5Y) | 1.253 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 121.9% |
| Historical Sharpe Ratio (5Y) | -0.0216 |
| Historical Sortino (5Y) | -0.0582 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.95% |