Ranger Energy Services Inc (RNGR)
13.76
+0.60
(+4.56%)
USD |
NYSE |
Nov 04, 16:00
13.78
+0.02
(+0.11%)
After-Hours: 20:00
Ranger Energy Services Max Drawdown (5Y): 85.16% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 85.16% |
| August 31, 2024 | 85.16% |
| July 31, 2024 | 85.16% |
| June 30, 2024 | 85.16% |
| May 31, 2024 | 85.16% |
| April 30, 2024 | 85.16% |
| March 31, 2024 | 85.16% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
85.16%
Maximum
Sep 2020
83.74%
Average
85.16%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Flotek Industries Inc | 96.70% |
| Select Water Solutions Inc | 89.49% |
| Liberty Energy Inc | 90.04% |
| Diversified Energy Co PLC | 57.67% |
| Barnwell Industries Inc | 87.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.533 |
| Beta (5Y) | 0.4914 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.85% |
| Historical Sharpe Ratio (5Y) | 0.2351 |
| Historical Sortino (5Y) | 0.3429 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.29% |