Natural Gas Services Group Inc (NGS)
27.23
+1.32
(+5.09%)
USD |
NYSE |
Nov 21, 16:00
28.02
+0.79
(+2.90%)
Pre-Market: 07:31
Natural Gas Services Group Max Drawdown (5Y): 87.91% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 87.91% |
| September 30, 2024 | 87.91% |
| August 31, 2024 | 87.91% |
| July 31, 2024 | 87.91% |
| June 30, 2024 | 87.91% |
| May 31, 2024 | 87.91% |
| April 30, 2024 | 87.91% |
| March 31, 2024 | 87.91% |
| February 29, 2024 | 87.91% |
| January 31, 2024 | 87.91% |
| December 31, 2023 | 87.91% |
| November 30, 2023 | 87.91% |
| October 31, 2023 | 87.91% |
| September 30, 2023 | 87.91% |
| August 31, 2023 | 87.91% |
| July 31, 2023 | 87.91% |
| June 30, 2023 | 87.91% |
| May 31, 2023 | 87.91% |
| April 30, 2023 | 87.91% |
| March 31, 2023 | 87.91% |
| February 28, 2023 | 87.91% |
| January 31, 2023 | 87.91% |
| December 31, 2022 | 87.91% |
| November 30, 2022 | 87.91% |
| October 31, 2022 | 87.91% |
| Date | Value |
|---|---|
| September 30, 2022 | 87.91% |
| August 31, 2022 | 87.91% |
| July 31, 2022 | 87.91% |
| June 30, 2022 | 87.91% |
| May 31, 2022 | 87.91% |
| April 30, 2022 | 87.91% |
| March 31, 2022 | 87.91% |
| February 28, 2022 | 87.91% |
| January 31, 2022 | 87.91% |
| December 31, 2021 | 87.91% |
| November 30, 2021 | 87.91% |
| October 31, 2021 | 87.91% |
| September 30, 2021 | 87.91% |
| August 31, 2021 | 87.91% |
| July 31, 2021 | 87.91% |
| June 30, 2021 | 87.91% |
| May 31, 2021 | 87.91% |
| April 30, 2021 | 87.91% |
| March 31, 2021 | 87.91% |
| February 28, 2021 | 87.91% |
| January 31, 2021 | 87.91% |
| December 31, 2020 | 87.91% |
| November 30, 2020 | 87.91% |
| October 31, 2020 | 87.91% |
| September 30, 2020 | 87.91% |
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
69.00%
Minimum
Nov 2019
87.91%
Maximum
Apr 2020
86.67%
Average
87.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| NOV Inc | 83.65% |
| Newpark Resources Inc | 94.07% |
| Oil States International Inc | 96.49% |
| Cactus Inc | -- |
| Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.132 |
| Beta (5Y) | 1.026 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.90% |
| Historical Sharpe Ratio (5Y) | 0.1626 |
| Historical Sortino (5Y) | 0.2254 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.10% |