GeoPark Ltd (GPRK)
9.31
+0.06
(+0.65%)
USD |
NYSE |
May 02, 16:00
9.31
0.00 (0.00%)
After-Hours: 18:47
GeoPark Max Drawdown (5Y): 73.52% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 73.52% |
March 31, 2024 | 73.52% |
February 29, 2024 | 73.52% |
January 31, 2024 | 73.52% |
December 31, 2023 | 73.52% |
November 30, 2023 | 73.52% |
October 31, 2023 | 73.52% |
September 30, 2023 | 73.52% |
August 31, 2023 | 73.52% |
July 31, 2023 | 73.52% |
June 30, 2023 | 73.52% |
May 31, 2023 | 73.52% |
April 30, 2023 | 73.52% |
March 31, 2023 | 73.52% |
February 28, 2023 | 73.52% |
January 31, 2023 | 73.52% |
December 31, 2022 | 73.52% |
November 30, 2022 | 73.52% |
October 31, 2022 | 73.52% |
September 30, 2022 | 73.52% |
August 31, 2022 | 73.52% |
July 31, 2022 | 73.52% |
June 30, 2022 | 73.52% |
May 31, 2022 | 73.52% |
April 30, 2022 | 73.52% |
Date | Value |
---|---|
March 31, 2022 | 73.52% |
February 28, 2022 | 73.52% |
January 31, 2022 | 73.52% |
December 31, 2021 | 73.52% |
November 30, 2021 | 73.52% |
October 31, 2021 | 73.52% |
September 30, 2021 | 73.52% |
August 31, 2021 | 73.52% |
July 31, 2021 | 73.52% |
June 30, 2021 | 73.52% |
May 31, 2021 | 73.52% |
April 30, 2021 | 73.52% |
March 31, 2021 | 79.47% |
February 28, 2021 | 80.00% |
January 31, 2021 | 80.00% |
December 31, 2020 | 80.00% |
November 30, 2020 | 80.00% |
October 31, 2020 | 80.00% |
September 30, 2020 | 80.00% |
August 31, 2020 | 80.00% |
July 31, 2020 | 80.00% |
June 30, 2020 | 80.00% |
May 31, 2020 | 80.00% |
April 30, 2020 | 80.00% |
March 31, 2020 | 80.00% |
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
73.52%
Minimum
Apr 2021
80.00%
Maximum
May 2019
75.99%
Average
73.52%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Ecopetrol SA | 73.56% |
Riley Exploration Permian Inc | 92.57% |
HighPeak Energy Inc | -- |
NACCO Industries Inc | 71.91% |
Kodiak Gas Services Inc | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -24.28 |
Beta (5Y) | 1.308 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.43% |
Historical Sharpe Ratio (5Y) | -0.1783 |
Historical Sortino (5Y) | -0.2594 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |