Solaris Energy Infrastructure Inc (SEI)
22.86
-0.39
(-1.68%)
USD |
NYSE |
Mar 28, 16:00
22.84
-0.02
(-0.09%)
After-Hours: 20:00
Solaris Energy Infrastructure Max Drawdown (5Y): 79.48% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Core Laboratories Inc | 93.49% |
| US Energy Corp | 97.03% |
| Kosmos Energy Ltd | 94.33% |
| ProPetro Holding Corp | 93.88% |
| ProFrac Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.23 |
| Beta (5Y) | 1.319 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.23% |
| Historical Sharpe Ratio (5Y) | 0.4996 |
| Historical Sortino (5Y) | 1.383 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.47% |