Evolution Petroleum Corp (EPM)
5.53
0.00 (0.00%)
USD |
NYAM |
May 03, 16:00
5.535
0.00 (0.00%)
After-Hours: 20:00
Evolution Petroleum Max Drawdown (5Y): 80.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 80.49% |
March 31, 2024 | 80.49% |
February 29, 2024 | 80.49% |
January 31, 2024 | 80.49% |
December 31, 2023 | 80.49% |
November 30, 2023 | 80.49% |
October 31, 2023 | 80.49% |
September 30, 2023 | 80.49% |
August 31, 2023 | 80.49% |
July 31, 2023 | 80.49% |
June 30, 2023 | 80.49% |
May 31, 2023 | 80.49% |
April 30, 2023 | 80.49% |
March 31, 2023 | 80.49% |
February 28, 2023 | 80.49% |
January 31, 2023 | 80.49% |
December 31, 2022 | 80.49% |
November 30, 2022 | 80.49% |
October 31, 2022 | 80.49% |
September 30, 2022 | 80.49% |
August 31, 2022 | 80.49% |
July 31, 2022 | 80.49% |
June 30, 2022 | 80.49% |
May 31, 2022 | 80.49% |
April 30, 2022 | 80.49% |
Date | Value |
---|---|
March 31, 2022 | 80.49% |
February 28, 2022 | 80.49% |
January 31, 2022 | 80.49% |
December 31, 2021 | 80.49% |
November 30, 2021 | 80.49% |
October 31, 2021 | 80.49% |
September 30, 2021 | 80.49% |
August 31, 2021 | 80.49% |
July 31, 2021 | 80.49% |
June 30, 2021 | 80.49% |
May 31, 2021 | 80.49% |
April 30, 2021 | 80.49% |
March 31, 2021 | 80.49% |
February 28, 2021 | 80.49% |
January 31, 2021 | 80.49% |
December 31, 2020 | 80.49% |
November 30, 2020 | 80.49% |
October 31, 2020 | 80.49% |
September 30, 2020 | 80.49% |
August 31, 2020 | 80.49% |
July 31, 2020 | 80.49% |
June 30, 2020 | 80.49% |
May 31, 2020 | 80.49% |
April 30, 2020 | 80.49% |
March 31, 2020 | 80.49% |
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
69.62%
Minimum
May 2019
80.49%
Maximum
Mar 2020
78.68%
Average
80.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Matador Resources Co | 96.50% |
EOG Resources Inc | 77.13% |
Houston American Energy Corp | 91.28% |
Tellurian Inc | 96.62% |
Mexco Energy Corp | 79.82% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.34 |
Beta (5Y) | 0.9189 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 53.16% |
Historical Sharpe Ratio (5Y) | -0.0206 |
Historical Sortino (5Y) | -0.0339 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.00% |