Coterra Energy Inc (CTRA)
26.91
-0.45
(-1.64%)
USD |
NYSE |
May 01, 16:00
26.85
-0.06
(-0.22%)
Pre-Market: 20:00
Coterra Energy Max Drawdown (5Y): 60.06% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.06% |
March 31, 2024 | 60.06% |
February 29, 2024 | 60.06% |
January 31, 2024 | 60.06% |
December 31, 2023 | 60.06% |
November 30, 2023 | 60.06% |
October 31, 2023 | 60.06% |
September 30, 2023 | 60.06% |
August 31, 2023 | 60.06% |
July 31, 2023 | 60.06% |
June 30, 2023 | 60.06% |
May 31, 2023 | 60.06% |
April 30, 2023 | 60.06% |
March 31, 2023 | 60.06% |
February 28, 2023 | 60.06% |
January 31, 2023 | 60.06% |
December 31, 2022 | 60.06% |
November 30, 2022 | 60.06% |
October 31, 2022 | 60.06% |
September 30, 2022 | 60.06% |
August 31, 2022 | 60.06% |
July 31, 2022 | 60.06% |
June 30, 2022 | 60.06% |
May 31, 2022 | 60.06% |
April 30, 2022 | 60.06% |
Date | Value |
---|---|
March 31, 2022 | 60.06% |
February 28, 2022 | 60.06% |
January 31, 2022 | 60.06% |
December 31, 2021 | 60.06% |
November 30, 2021 | 60.06% |
October 31, 2021 | 60.06% |
September 30, 2021 | 60.06% |
August 31, 2021 | 60.06% |
July 31, 2021 | 60.06% |
June 30, 2021 | 60.06% |
May 31, 2021 | 60.06% |
April 30, 2021 | 60.06% |
March 31, 2021 | 60.06% |
February 28, 2021 | 60.06% |
January 31, 2021 | 60.06% |
December 31, 2020 | 60.06% |
November 30, 2020 | 60.06% |
October 31, 2020 | 62.62% |
September 30, 2020 | 63.70% |
August 31, 2020 | 63.70% |
July 31, 2020 | 63.70% |
June 30, 2020 | 63.70% |
May 31, 2020 | 63.70% |
April 30, 2020 | 63.70% |
March 31, 2020 | 63.70% |
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
60.06%
Minimum
Nov 2020
63.70%
Maximum
May 2019
61.14%
Average
60.06%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
EOG Resources Inc | 77.13% |
Marathon Oil Corp | 87.86% |
Occidental Petroleum Corp | 88.01% |
Diamondback Energy Inc | 88.72% |
Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 1.527 |
Beta (5Y) | 0.2187 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.12% |
Historical Sharpe Ratio (5Y) | 0.1097 |
Historical Sortino (5Y) | 0.1861 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.27% |