Diversified Energy Co PLC (DEC)
14.44
-0.08
(-0.55%)
USD |
NYSE |
May 17, 16:00
14.44
0.00 (0.00%)
Pre-Market: 20:00
Diversified Energy Max Drawdown (5Y): 57.67% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 57.67% |
March 31, 2024 | 57.67% |
February 29, 2024 | 57.67% |
January 31, 2024 | 57.20% |
December 31, 2023 | 49.86% |
November 30, 2023 | 49.86% |
October 31, 2023 | 49.86% |
September 30, 2023 | 49.86% |
August 31, 2023 | 49.86% |
July 31, 2023 | 49.86% |
June 30, 2023 | 49.86% |
May 31, 2023 | 49.86% |
April 30, 2023 | 49.86% |
March 31, 2023 | 49.86% |
February 28, 2023 | 49.86% |
January 31, 2023 | 49.86% |
December 31, 2022 | 49.86% |
November 30, 2022 | 49.86% |
October 31, 2022 | 49.86% |
September 30, 2022 | 49.86% |
August 31, 2022 | 49.86% |
July 31, 2022 | 49.86% |
June 30, 2022 | 49.86% |
May 31, 2022 | 49.86% |
April 30, 2022 | 49.86% |
Date | Value |
---|---|
March 31, 2022 | 49.86% |
February 28, 2022 | 49.86% |
January 31, 2022 | 49.86% |
December 31, 2021 | 49.86% |
November 30, 2021 | 49.86% |
October 31, 2021 | 49.86% |
September 30, 2021 | 49.86% |
August 31, 2021 | 49.86% |
July 31, 2021 | 49.86% |
June 30, 2021 | 49.86% |
May 31, 2021 | 49.86% |
April 30, 2021 | 49.86% |
March 31, 2021 | 49.86% |
February 28, 2021 | 49.86% |
January 31, 2021 | 49.86% |
December 31, 2020 | 49.86% |
November 30, 2020 | 49.86% |
October 31, 2020 | 49.86% |
September 30, 2020 | 49.86% |
August 31, 2020 | 49.86% |
July 31, 2020 | 49.86% |
June 30, 2020 | 49.86% |
May 31, 2020 | 49.86% |
April 30, 2020 | 49.86% |
March 31, 2020 | 49.86% |
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
16.35%
Minimum
May 2019
57.67%
Maximum
Feb 2024
45.00%
Average
49.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Flotek Industries Inc | 96.70% |
Liberty Energy Inc | 90.04% |
ProFrac Holding Corp | -- |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -16.12 |
Beta (5Y) | 0.9286 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.46% |
Historical Sharpe Ratio (5Y) | -0.1582 |
Historical Sortino (5Y) | -0.2579 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.14% |