Ranger Energy Services Inc (RNGR)
16.70
+0.13
(+0.78%)
USD |
NYSE |
Nov 21, 16:00
16.67
-0.03
(-0.18%)
After-Hours: 20:00
Ranger Energy Services Max Drawdown (5Y): 85.16% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.16% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
83.77%
Average
85.16%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Adams Resources & Energy Inc | 73.89% |
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
| US Energy Corp | 97.67% |
| Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.59 |
| Beta (5Y) | 0.4890 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.42% |
| Historical Sharpe Ratio (5Y) | 0.3565 |
| Historical Sortino (5Y) | 0.5139 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.29% |