New Fortress Energy Inc (NFE)
9.18
+0.21
(+2.34%)
USD |
NASDAQ |
Nov 14, 16:00
9.18
0.00 (0.00%)
After-Hours: 16:45
New Fortress Energy Max Drawdown (5Y): 84.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.91% |
| September 30, 2024 | 83.71% |
| August 31, 2024 | 78.24% |
| July 31, 2024 | 65.85% |
| June 30, 2024 | 65.85% |
| May 31, 2024 | 65.85% |
| April 30, 2024 | 65.85% |
| March 31, 2024 | 65.85% |
| February 29, 2024 | 65.85% |
| January 31, 2024 | 65.85% |
| December 31, 2023 | 65.85% |
| November 30, 2023 | 65.85% |
| October 31, 2023 | 65.85% |
| September 30, 2023 | 65.85% |
| August 31, 2023 | 65.85% |
| July 31, 2023 | 65.85% |
| June 30, 2023 | 65.85% |
| May 31, 2023 | 65.85% |
| April 30, 2023 | 65.85% |
| March 31, 2023 | 65.85% |
| February 28, 2023 | 65.85% |
| January 31, 2023 | 65.85% |
| December 31, 2022 | 65.85% |
| November 30, 2022 | 65.85% |
| October 31, 2022 | 65.85% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.85% |
| August 31, 2022 | 65.85% |
| July 31, 2022 | 65.85% |
| June 30, 2022 | 65.85% |
| May 31, 2022 | 65.85% |
| April 30, 2022 | 65.85% |
| March 31, 2022 | 65.85% |
| February 28, 2022 | 65.85% |
| January 31, 2022 | 65.85% |
| December 31, 2021 | 61.87% |
| November 30, 2021 | 58.11% |
| October 31, 2021 | 58.11% |
| September 30, 2021 | 57.79% |
| August 31, 2021 | 57.79% |
| July 31, 2021 | 57.79% |
| June 30, 2021 | 57.79% |
| May 31, 2021 | 57.79% |
| April 30, 2021 | 57.79% |
| March 31, 2021 | 57.79% |
| February 28, 2021 | 57.79% |
| January 31, 2021 | 57.79% |
| December 31, 2020 | 57.79% |
| November 30, 2020 | 57.79% |
| October 31, 2020 | 57.79% |
| September 30, 2020 | 57.79% |
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
40.23%
Minimum
Nov 2019
84.91%
Maximum
Oct 2024
62.09%
Average
65.85%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Atmos Energy Corp | 32.91% |
| Black Hills Corp | 40.45% |
| RGC Resources Inc | 41.76% |
| Sempra | 45.00% |
| OPAL Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -33.11 |
| Beta (5Y) | 1.531 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.06% |
| Historical Sharpe Ratio (5Y) | -0.1827 |
| Historical Sortino (5Y) | -0.4124 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.35% |