Cactus Inc (WHD)
66.02
-0.64
(-0.96%)
USD |
NYSE |
Nov 14, 12:44
Cactus Max Drawdown (5Y): 79.10% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 79.10% |
| September 30, 2024 | 79.10% |
| August 31, 2024 | 79.10% |
| July 31, 2024 | 79.10% |
| June 30, 2024 | 79.10% |
| May 31, 2024 | 79.10% |
| April 30, 2024 | 79.10% |
| March 31, 2024 | 79.10% |
| February 29, 2024 | 79.10% |
| January 31, 2024 | 79.10% |
| December 31, 2023 | 79.10% |
| November 30, 2023 | 79.10% |
| October 31, 2023 | 79.10% |
| September 30, 2023 | 79.10% |
| August 31, 2023 | 79.10% |
| July 31, 2023 | 79.10% |
| June 30, 2023 | 79.10% |
| May 31, 2023 | 79.10% |
| April 30, 2023 | 79.10% |
| March 31, 2023 | 79.10% |
| February 28, 2023 | 79.10% |
| January 31, 2023 | 79.10% |
| December 31, 2022 | 79.10% |
| November 30, 2022 | 79.10% |
| October 31, 2022 | 79.10% |
| Date | Value |
|---|---|
| September 30, 2022 | 79.10% |
| August 31, 2022 | 79.10% |
| July 31, 2022 | 79.10% |
| June 30, 2022 | 79.10% |
| May 31, 2022 | 79.10% |
| April 30, 2022 | 79.10% |
| March 31, 2022 | 79.10% |
| February 28, 2022 | 79.10% |
| January 31, 2022 | 79.10% |
| December 31, 2021 | 79.10% |
| November 30, 2021 | 79.10% |
| October 31, 2021 | 79.10% |
| September 30, 2021 | 79.10% |
| August 31, 2021 | 79.10% |
| July 31, 2021 | 79.10% |
| June 30, 2021 | 79.10% |
| May 31, 2021 | 79.10% |
| April 30, 2021 | 79.10% |
| March 31, 2021 | 79.10% |
| February 28, 2021 | 79.10% |
| January 31, 2021 | 79.10% |
| December 31, 2020 | 79.10% |
| November 30, 2020 | 79.10% |
| October 31, 2020 | 79.10% |
| September 30, 2020 | 79.10% |
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
39.58%
Minimum
Nov 2019
79.10%
Maximum
Mar 2020
76.47%
Average
79.10%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Natural Gas Services Group Inc | 87.91% |
| NOV Inc | 83.24% |
| Newpark Resources Inc | 94.07% |
| Oil States International Inc | 96.10% |
| 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% |