Newpark Resources Inc (NR)
6.945
+0.02
(+0.22%)
USD |
NYSE |
May 02, 10:46
Newpark Resources Max Drawdown (5Y): 94.07% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.07% |
March 31, 2024 | 94.07% |
February 29, 2024 | 94.07% |
January 31, 2024 | 94.07% |
December 31, 2023 | 94.07% |
November 30, 2023 | 94.07% |
October 31, 2023 | 94.07% |
September 30, 2023 | 94.07% |
August 31, 2023 | 94.07% |
July 31, 2023 | 94.07% |
June 30, 2023 | 94.07% |
May 31, 2023 | 94.07% |
April 30, 2023 | 94.07% |
March 31, 2023 | 94.07% |
February 28, 2023 | 94.07% |
January 31, 2023 | 94.07% |
December 31, 2022 | 94.07% |
November 30, 2022 | 94.07% |
October 31, 2022 | 94.07% |
September 30, 2022 | 94.07% |
August 31, 2022 | 94.07% |
July 31, 2022 | 94.07% |
June 30, 2022 | 94.07% |
May 31, 2022 | 94.07% |
April 30, 2022 | 94.07% |
Date | Value |
---|---|
March 31, 2022 | 94.07% |
February 28, 2022 | 94.07% |
January 31, 2022 | 94.07% |
December 31, 2021 | 94.07% |
November 30, 2021 | 94.07% |
October 31, 2021 | 94.07% |
September 30, 2021 | 94.07% |
August 31, 2021 | 94.07% |
July 31, 2021 | 94.07% |
June 30, 2021 | 94.07% |
May 31, 2021 | 94.07% |
April 30, 2021 | 94.07% |
March 31, 2021 | 94.07% |
February 28, 2021 | 94.07% |
January 31, 2021 | 94.07% |
December 31, 2020 | 94.07% |
November 30, 2020 | 94.07% |
October 31, 2020 | 94.07% |
September 30, 2020 | 94.07% |
August 31, 2020 | 94.07% |
July 31, 2020 | 94.07% |
June 30, 2020 | 94.07% |
May 31, 2020 | 94.07% |
April 30, 2020 | 94.07% |
March 31, 2020 | 92.78% |
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
74.59%
Minimum
May 2019
94.07%
Maximum
Apr 2020
90.80%
Average
94.07%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Drilling Tools International Corp | -- |
Dril-Quip Inc | 72.22% |
Natural Gas Services Group Inc | 87.91% |
NOV Inc | 83.24% |
Superior Drilling Products Inc | 94.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -34.04 |
Beta (5Y) | 2.780 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 94.23% |
Historical Sharpe Ratio (5Y) | -0.0324 |
Historical Sortino (5Y) | -0.0552 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.95% |