Cactus Inc (WHD)
68.45
+3.16
(+4.84%)
USD |
NYSE |
Nov 21, 16:00
68.48
+0.04
(+0.05%)
After-Hours: 20:00
Cactus Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Natural Gas Services Group Inc | 87.91% |
| NOV Inc | 83.65% |
| Newpark Resources Inc | 94.07% |
| Oil States International Inc | 96.49% |
| Drilling Tools International Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -11.41 |
| Beta (5Y) | 1.948 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.64% |
| Historical Sharpe Ratio (5Y) | 0.247 |
| Historical Sortino (5Y) | 0.3518 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.16% |