Ranger Energy Services Inc (RNGR)
11.27
+0.11
(+0.99%)
USD |
NYSE |
Mar 28, 16:00
11.27
0.00 (0.00%)
After-Hours: 16:33
Ranger Energy Services Max Drawdown (5Y): 85.16% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 85.16% |
January 31, 2024 | 85.16% |
December 31, 2023 | 85.16% |
November 30, 2023 | 85.16% |
October 31, 2023 | 85.16% |
September 30, 2023 | 85.16% |
August 31, 2023 | 85.16% |
July 31, 2023 | 85.16% |
June 30, 2023 | 85.16% |
May 31, 2023 | 85.16% |
April 30, 2023 | 85.16% |
March 31, 2023 | 85.16% |
February 28, 2023 | 85.16% |
January 31, 2023 | 85.16% |
December 31, 2022 | 85.16% |
November 30, 2022 | 85.16% |
October 31, 2022 | 85.16% |
September 30, 2022 | 85.16% |
August 31, 2022 | 85.16% |
July 31, 2022 | 85.16% |
June 30, 2022 | 85.16% |
May 31, 2022 | 85.16% |
April 30, 2022 | 85.16% |
March 31, 2022 | 85.16% |
February 28, 2022 | 85.16% |
Date | Value |
---|---|
January 31, 2022 | 85.16% |
December 31, 2021 | 85.16% |
November 30, 2021 | 85.16% |
October 31, 2021 | 85.16% |
September 30, 2021 | 85.16% |
August 31, 2021 | 85.16% |
July 31, 2021 | 85.16% |
June 30, 2021 | 85.16% |
May 31, 2021 | 85.16% |
April 30, 2021 | 85.16% |
March 31, 2021 | 85.16% |
February 28, 2021 | 85.16% |
January 31, 2021 | 85.16% |
December 31, 2020 | 85.16% |
November 30, 2020 | 85.16% |
October 31, 2020 | 85.16% |
September 30, 2020 | 85.16% |
August 31, 2020 | 83.16% |
July 31, 2020 | 83.16% |
June 30, 2020 | 82.84% |
May 31, 2020 | 80.13% |
April 30, 2020 | 80.13% |
March 31, 2020 | 80.13% |
February 29, 2020 | 69.61% |
January 31, 2020 | 69.61% |
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
69.61%
Minimum
Mar 2019
85.16%
Maximum
Sep 2020
81.69%
Average
85.16%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
Kosmos Energy Ltd | 94.29% |
Martin Midstream Partners LP | 94.90% |
Dawson Geophysical Co | 89.76% |
Smart Sand Inc | 97.14% |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0885 |
Beta (5Y) | 0.6061 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.17% |
Historical Sharpe Ratio (5Y) | 0.4281 |
Historical Sortino (5Y) | 0.6649 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.36% |