Parker Drilling Co (PKDC)
12.96
0.00 (0.00%)
USD |
OTCM |
May 31, 16:00
Parker Drilling Max Drawdown (5Y): 99.32% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 99.32% |
April 30, 2024 | 99.32% |
March 31, 2024 | 99.32% |
February 29, 2024 | 99.32% |
January 31, 2024 | 99.32% |
December 31, 2023 | 99.32% |
November 30, 2023 | 99.32% |
October 31, 2023 | 99.63% |
September 30, 2023 | 99.65% |
August 31, 2023 | 99.65% |
July 31, 2023 | 99.65% |
June 30, 2023 | 99.65% |
May 31, 2023 | 99.65% |
April 30, 2023 | 99.65% |
March 31, 2023 | 99.65% |
February 28, 2023 | 99.65% |
January 31, 2023 | 99.65% |
December 31, 2022 | 99.65% |
November 30, 2022 | 99.65% |
October 31, 2022 | 99.65% |
September 30, 2022 | 99.65% |
August 31, 2022 | 99.65% |
July 31, 2022 | 99.65% |
June 30, 2022 | 99.65% |
May 31, 2022 | 99.65% |
Date | Value |
---|---|
April 30, 2022 | 99.65% |
March 31, 2022 | 99.65% |
February 28, 2022 | 99.65% |
January 31, 2022 | 99.65% |
December 31, 2021 | 99.65% |
November 30, 2021 | 99.65% |
October 31, 2021 | 99.65% |
September 30, 2021 | 99.65% |
August 31, 2021 | 99.65% |
July 31, 2021 | 99.65% |
June 30, 2021 | 99.65% |
May 31, 2021 | 99.65% |
April 30, 2021 | 99.65% |
March 31, 2021 | 99.65% |
February 28, 2021 | 99.65% |
January 31, 2021 | 99.65% |
December 31, 2020 | 99.65% |
November 30, 2020 | 99.65% |
October 31, 2020 | 99.65% |
September 30, 2020 | 99.65% |
August 31, 2020 | 99.65% |
July 31, 2020 | 99.65% |
June 30, 2020 | 99.65% |
May 31, 2020 | 99.65% |
April 30, 2020 | 99.65% |
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
99.32%
Minimum
Nov 2023
99.65%
Maximum
Jun 2019
99.61%
Average
99.65%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
Helmerich & Payne Inc | 81.84% |
Camber Energy Inc | 100.0% |
Patterson-UTI Energy Inc | 94.04% |
Berry Corp (bry) | 88.45% |
Battalion Oil Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -57.12 |
Beta (5Y) | 3.468 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 549.2% |
Historical Sharpe Ratio (5Y) | -0.0175 |
Historical Sortino (5Y) | -0.172 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 33.12% |