Nine Energy Service Inc (NINE)
2.205
+0.08
(+3.52%)
USD |
NYSE |
Nov 30, 16:00
2.19
-0.02
(-0.68%)
After-Hours: 19:25
Nine Energy Service Max Drawdown (5Y): 99.03% for Oct. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2023 | 99.03% |
| September 30, 2023 | 99.03% |
| August 31, 2023 | 99.03% |
| July 31, 2023 | 99.03% |
| June 30, 2023 | 99.03% |
| May 31, 2023 | 99.03% |
| April 30, 2023 | 99.03% |
| March 31, 2023 | 99.03% |
| February 28, 2023 | 99.03% |
| January 31, 2023 | 99.03% |
| December 31, 2022 | 99.03% |
| November 30, 2022 | 99.03% |
| October 31, 2022 | 99.03% |
| September 30, 2022 | 99.03% |
| August 31, 2022 | 99.03% |
| July 31, 2022 | 99.03% |
| June 30, 2022 | 99.03% |
| May 31, 2022 | 99.03% |
| April 30, 2022 | 99.03% |
| March 31, 2022 | 99.03% |
| February 28, 2022 | 99.03% |
| January 31, 2022 | 99.03% |
| December 31, 2021 | 99.03% |
| November 30, 2021 | 99.03% |
| October 31, 2021 | 99.03% |
| Date | Value |
|---|---|
| September 30, 2021 | 99.03% |
| August 31, 2021 | 99.03% |
| July 31, 2021 | 99.03% |
| June 30, 2021 | 99.03% |
| May 31, 2021 | 99.03% |
| April 30, 2021 | 99.03% |
| March 31, 2021 | 99.03% |
| February 28, 2021 | 99.03% |
| January 31, 2021 | 99.03% |
| December 31, 2020 | 99.03% |
| November 30, 2020 | 99.03% |
| October 31, 2020 | 99.03% |
| September 30, 2020 | 99.03% |
| August 31, 2020 | 99.03% |
| July 31, 2020 | 99.03% |
| June 30, 2020 | 99.03% |
| May 31, 2020 | 99.03% |
| April 30, 2020 | 99.03% |
| March 31, 2020 | 99.03% |
| February 29, 2020 | 89.61% |
| January 31, 2020 | 88.71% |
| December 31, 2019 | 88.71% |
| November 30, 2019 | 88.71% |
| October 31, 2019 | 87.25% |
| September 30, 2019 | 87.05% |
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
47.36%
Minimum
Dec 2018
99.03%
Maximum
Mar 2020
91.47%
Average
99.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Profire Energy Inc | 87.38% |
| KLX Energy Services Holdings Inc | 98.37% |
| ProFrac Holding Corp | -- |
| Barnwell Industries Inc | 88.78% |
| Martin Midstream Partners LP | 94.90% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -72.90 |
| Beta (5Y) | 3.626 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 159.7% |
| Historical Sharpe Ratio (5Y) | 0.3614 |
| Historical Sortino (5Y) | 0.9757 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.58% |