Nine Energy Service Inc (NINE)
1.45
+0.19
(+15.08%)
USD |
NYSE |
Nov 22, 16:00
1.58
+0.13
(+8.97%)
Pre-Market: 20:00
Nine Energy Service 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
| Core Laboratories Inc | 93.49% |
| Smart Sand Inc | 97.14% |
| Archrock Inc | 84.86% |
| MPLX LP | 85.27% |
| Diversified Energy Co PLC | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -74.92 |
| Beta (5Y) | 3.309 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 159.6% |
| Historical Sharpe Ratio (5Y) | -0.2018 |
| Historical Sortino (5Y) | -0.5498 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.43% |