New Fortress Energy Inc (NFE)
9.51
+0.33
(+3.59%)
USD |
NASDAQ |
Nov 21, 16:00
9.40
-0.11
(-1.16%)
After-Hours: 20:00
New Fortress Energy Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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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) | -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% |