Cactus Inc (WHD)

56.69 -0.24 (-0.42%) USD  |  NYSE  |  Dec 20, 16:00
56.72 +0.03 (+0.05%) Pre-Market: 20:00
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Cactus Max Drawdown (5Y): 79.10% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Median

Max Drawdown (5Y) Benchmarks

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Natural Gas Services Group Inc 87.91%
NOV Inc 83.65%
NPK International Inc 94.07%
Oil States International Inc 96.49%
Drilling Tools International Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -9.572
Beta (5Y) 1.967
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.62%
Historical Sharpe Ratio (5Y) 0.3003
Historical Sortino (5Y) 0.4252
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.16%