Natural Gas Services Group Inc (NGS)

24.73 -0.02 (-0.08%) USD  |  NYSE  |  Dec 20, 16:00
24.70 -0.03 (-0.12%) After-Hours: 20:00
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Natural Gas Services Group Max Drawdown (5Y): 87.91% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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NOV Inc 83.65%
NPK International Inc 94.07%
Oil States International Inc 96.49%
Cactus Inc 79.10%
Drilling Tools International Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.019
Beta (5Y) 1.143
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 51.04%
Historical Sharpe Ratio (5Y) 0.3582
Historical Sortino (5Y) 0.5034
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.10%