Solaris Energy Infrastructure Inc (SEI)
13.60
+0.15
(+1.12%)
USD |
NYSE |
Oct 04, 16:00
Solaris Energy Infrastructure Max Drawdown (5Y): 79.48% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
September 30, 2024 | 79.48% |
August 31, 2024 | 79.48% |
July 31, 2024 | 79.48% |
June 30, 2024 | 79.48% |
May 31, 2024 | 79.48% |
April 30, 2024 | 79.48% |
March 31, 2024 | 79.48% |
February 29, 2024 | 79.48% |
January 31, 2024 | 79.48% |
December 31, 2023 | 79.48% |
November 30, 2023 | 79.48% |
October 31, 2023 | 79.48% |
September 30, 2023 | 79.48% |
August 31, 2023 | 79.48% |
July 31, 2023 | 79.48% |
June 30, 2023 | 79.48% |
May 31, 2023 | 79.48% |
April 30, 2023 | 79.48% |
March 31, 2023 | 79.48% |
February 28, 2023 | 79.48% |
January 31, 2023 | 79.48% |
December 31, 2022 | 79.48% |
November 30, 2022 | 79.48% |
October 31, 2022 | 79.48% |
September 30, 2022 | 79.48% |
Date | Value |
---|---|
August 31, 2022 | 79.48% |
July 31, 2022 | 79.48% |
June 30, 2022 | 79.48% |
May 31, 2022 | 79.48% |
April 30, 2022 | 79.48% |
March 31, 2022 | 79.48% |
February 28, 2022 | 79.48% |
January 31, 2022 | 79.48% |
December 31, 2021 | 79.48% |
November 30, 2021 | 79.48% |
October 31, 2021 | 79.48% |
September 30, 2021 | 79.48% |
August 31, 2021 | 79.48% |
July 31, 2021 | 79.48% |
June 30, 2021 | 79.48% |
May 31, 2021 | 79.48% |
April 30, 2021 | 79.48% |
March 31, 2021 | 79.48% |
February 28, 2021 | 79.48% |
January 31, 2021 | 79.48% |
December 31, 2020 | 79.48% |
November 30, 2020 | 79.48% |
October 31, 2020 | 79.48% |
September 30, 2020 | 79.48% |
August 31, 2020 | 79.48% |
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
53.37%
Minimum
Oct 2019
79.48%
Maximum
Mar 2020
77.33%
Average
79.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Helix Energy Solutions Group Inc | 93.81% |
MPLX LP | 84.60% |
Flotek Industries Inc | 96.70% |
ProPetro Holding Corp | 93.88% |
Baker Hughes Co | 84.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.95 |
Beta (5Y) | 1.216 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.18% |
Historical Sharpe Ratio (5Y) | 0.0288 |
Historical Sortino (5Y) | 0.0476 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.15% |