NextDecade Corp (NEXT)
4.01
-0.49 (-10.89%)
USD |
NASDAQ |
Mar 17, 16:00
3.985
-0.02 (-0.62%)
After-Hours: 20:00
NextDecade Max Drawdown (5Y): 88.79% for Feb. 28, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 88.79% |
| July 31, 2020 | 88.79% |
| June 30, 2020 | 88.79% |
| May 31, 2020 | 88.79% |
| April 30, 2020 | 88.41% |
| March 31, 2020 | 88.41% |
| February 29, 2020 | 69.54% |
| January 31, 2020 | 69.54% |
| December 31, 2019 | 69.54% |
| November 30, 2019 | 69.54% |
| October 31, 2019 | 69.54% |
| September 30, 2019 | 69.54% |
| August 31, 2019 | 69.54% |
| July 31, 2019 | 69.54% |
| June 30, 2019 | 69.54% |
| May 31, 2019 | 69.54% |
| April 30, 2019 | 69.54% |
| March 31, 2019 | 69.54% |
| February 28, 2019 | 69.54% |
| January 31, 2019 | 65.04% |
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
61.11%
Minimum
Mar 2018
88.79%
Maximum
May 2020
79.60%
Average
88.79%
Median
May 2020
Max Drawdown (5Y) Benchmarks
| Adams Resources & Energy Inc | 65.68% |
| Martin Midstream Partners LP | 94.90% |
| Nine Energy Service Inc | 99.03% |
| Barnwell Industries Inc | 88.78% |
| CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.681 |
| Beta (5Y) | 1.040 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 119.3% |
| Historical Sharpe Ratio (5Y) | 0.579 |
| Historical Sortino (5Y) | 1.617 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.01% |