Patterson-UTI Energy Inc (PTEN)
7.60
+0.18
(+2.43%)
USD |
NASDAQ |
Nov 04, 16:00
7.74
+0.14
(+1.84%)
After-Hours: 06:30
Patterson-UTI Energy Max Drawdown (5Y): 94.04% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.04% |
| September 30, 2024 | 94.04% |
| August 31, 2024 | 94.04% |
| July 31, 2024 | 94.04% |
| June 30, 2024 | 94.04% |
| May 31, 2024 | 94.04% |
| April 30, 2024 | 94.04% |
| March 31, 2024 | 94.04% |
| February 29, 2024 | 94.04% |
| January 31, 2024 | 94.04% |
| December 31, 2023 | 94.04% |
| November 30, 2023 | 94.04% |
| October 31, 2023 | 94.04% |
| September 30, 2023 | 94.04% |
| August 31, 2023 | 94.04% |
| July 31, 2023 | 94.04% |
| June 30, 2023 | 94.04% |
| May 31, 2023 | 94.04% |
| April 30, 2023 | 94.04% |
| March 31, 2023 | 94.04% |
| February 28, 2023 | 94.04% |
| January 31, 2023 | 94.04% |
| December 31, 2022 | 94.04% |
| November 30, 2022 | 94.04% |
| October 31, 2022 | 94.04% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.04% |
| August 31, 2022 | 94.04% |
| July 31, 2022 | 94.04% |
| June 30, 2022 | 94.04% |
| May 31, 2022 | 94.04% |
| April 30, 2022 | 94.04% |
| March 31, 2022 | 94.04% |
| February 28, 2022 | 94.04% |
| January 31, 2022 | 94.04% |
| December 31, 2021 | 94.04% |
| November 30, 2021 | 94.04% |
| October 31, 2021 | 94.04% |
| September 30, 2021 | 94.04% |
| August 31, 2021 | 94.04% |
| July 31, 2021 | 94.04% |
| June 30, 2021 | 94.04% |
| May 31, 2021 | 94.04% |
| April 30, 2021 | 94.04% |
| March 31, 2021 | 94.04% |
| February 28, 2021 | 94.04% |
| January 31, 2021 | 94.04% |
| December 31, 2020 | 94.04% |
| November 30, 2020 | 94.04% |
| October 31, 2020 | 94.04% |
| September 30, 2020 | 94.04% |
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
73.04%
Minimum
Nov 2019
94.04%
Maximum
Apr 2020
92.74%
Average
94.04%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Schlumberger Ltd | 84.40% |
| Halliburton Co | 91.49% |
| Hess Corp | 60.12% |
| Helmerich & Payne Inc | 81.84% |
| Battalion Oil Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -29.48 |
| Beta (5Y) | 2.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 78.88% |
| Historical Sharpe Ratio (5Y) | -0.0258 |
| Historical Sortino (5Y) | -0.0464 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.49% |