Natural Gas Services Group Inc (NGS)
18.92
-0.65
(-3.32%)
USD |
NYSE |
Jun 14, 16:00
18.95
+0.03
(+0.16%)
Pre-Market: 20:00
Natural Gas Services Group Max Drawdown (5Y): 87.91% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 87.91% |
April 30, 2024 | 87.91% |
March 31, 2024 | 87.91% |
February 29, 2024 | 87.91% |
January 31, 2024 | 87.91% |
December 31, 2023 | 87.91% |
November 30, 2023 | 87.91% |
October 31, 2023 | 87.91% |
September 30, 2023 | 87.91% |
August 31, 2023 | 87.91% |
July 31, 2023 | 87.91% |
June 30, 2023 | 87.91% |
May 31, 2023 | 87.91% |
April 30, 2023 | 87.91% |
March 31, 2023 | 87.91% |
February 28, 2023 | 87.91% |
January 31, 2023 | 87.91% |
December 31, 2022 | 87.91% |
November 30, 2022 | 87.91% |
October 31, 2022 | 87.91% |
September 30, 2022 | 87.91% |
August 31, 2022 | 87.91% |
July 31, 2022 | 87.91% |
June 30, 2022 | 87.91% |
May 31, 2022 | 87.91% |
Date | Value |
---|---|
April 30, 2022 | 87.91% |
March 31, 2022 | 87.91% |
February 28, 2022 | 87.91% |
January 31, 2022 | 87.91% |
December 31, 2021 | 87.91% |
November 30, 2021 | 87.91% |
October 31, 2021 | 87.91% |
September 30, 2021 | 87.91% |
August 31, 2021 | 87.91% |
July 31, 2021 | 87.91% |
June 30, 2021 | 87.91% |
May 31, 2021 | 87.91% |
April 30, 2021 | 87.91% |
March 31, 2021 | 87.91% |
February 28, 2021 | 87.91% |
January 31, 2021 | 87.91% |
December 31, 2020 | 87.91% |
November 30, 2020 | 87.91% |
October 31, 2020 | 87.91% |
September 30, 2020 | 87.91% |
August 31, 2020 | 87.91% |
July 31, 2020 | 87.91% |
June 30, 2020 | 87.91% |
May 31, 2020 | 87.91% |
April 30, 2020 | 87.91% |
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
55.70%
Minimum
Jun 2019
87.91%
Maximum
Apr 2020
84.65%
Average
87.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Drilling Tools International Corp | -- |
Dril-Quip Inc | 72.22% |
NOV Inc | 83.24% |
Newpark Resources Inc | 94.07% |
Superior Drilling Products Inc | 94.66% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.908 |
Beta (5Y) | 1.110 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 51.82% |
Historical Sharpe Ratio (5Y) | 0.1022 |
Historical Sortino (5Y) | 0.141 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.15% |