New Fortress Energy Inc (NFE)
27.12
-0.12
(-0.44%)
USD |
NASDAQ |
Apr 26, 10:09
New Fortress Energy Max Drawdown (5Y): 65.85% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| August 31, 2020 | 57.79% |
| July 31, 2020 | 57.79% |
| June 30, 2020 | 57.79% |
| May 31, 2020 | 57.79% |
| April 30, 2020 | 57.79% |
| March 31, 2020 | 57.79% |
| February 29, 2020 | 40.23% |
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
Apr 2019
65.85%
Maximum
Jan 2022
58.28%
Average
57.95%
Median
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) | 2.308 |
| Beta (5Y) | 1.528 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.86% |
| Historical Sharpe Ratio (5Y) | 0.3141 |
| Historical Sortino (5Y) | 0.7599 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.58% |