Expro Group Holdings NV (XPRO)
20.15
+0.20
(+1.00%)
USD |
NYSE |
Apr 26, 16:00
20.14
-0.01
(-0.05%)
After-Hours: 20:00
Expro Group Holdings Max Drawdown (5Y): 91.27% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 91.27% |
February 29, 2024 | 91.27% |
January 31, 2024 | 91.27% |
December 31, 2023 | 91.27% |
November 30, 2023 | 91.27% |
October 31, 2023 | 91.27% |
September 30, 2023 | 91.27% |
August 31, 2023 | 91.27% |
July 31, 2023 | 91.27% |
June 30, 2023 | 91.27% |
May 31, 2023 | 91.27% |
April 30, 2023 | 91.27% |
March 31, 2023 | 91.27% |
February 28, 2023 | 91.27% |
January 31, 2023 | 91.27% |
December 31, 2022 | 91.27% |
November 30, 2022 | 91.27% |
October 31, 2022 | 91.27% |
September 30, 2022 | 91.27% |
August 31, 2022 | 91.27% |
July 31, 2022 | 91.27% |
June 30, 2022 | 91.27% |
May 31, 2022 | 91.27% |
April 30, 2022 | 91.27% |
March 31, 2022 | 91.27% |
Date | Value |
---|---|
February 28, 2022 | 91.27% |
January 31, 2022 | 91.27% |
December 31, 2021 | 91.27% |
November 30, 2021 | 91.27% |
October 31, 2021 | 91.27% |
September 30, 2021 | 91.27% |
August 31, 2021 | 91.27% |
July 31, 2021 | 91.27% |
June 30, 2021 | 91.27% |
May 31, 2021 | 91.27% |
April 30, 2021 | 91.27% |
March 31, 2021 | 91.27% |
February 28, 2021 | 91.27% |
January 31, 2021 | 91.27% |
December 31, 2020 | 91.27% |
November 30, 2020 | 91.27% |
October 31, 2020 | 91.27% |
September 30, 2020 | 91.27% |
August 31, 2020 | 91.27% |
July 31, 2020 | 91.27% |
June 30, 2020 | 91.27% |
May 31, 2020 | 91.27% |
April 30, 2020 | 91.27% |
March 31, 2020 | 91.27% |
February 29, 2020 | 84.20% |
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
84.20%
Minimum
Apr 2019
91.27%
Maximum
Mar 2020
89.98%
Average
91.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Adams Resources & Energy Inc | 65.68% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Enservco Corp | 98.32% |
Empire Petroleum Corp | 82.77% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.59 |
Beta (5Y) | 0.9092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.80% |
Historical Sharpe Ratio (5Y) | -0.222 |
Historical Sortino (5Y) | -0.3862 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.33% |