Gran Tierra Energy Inc (GTE)
8.255
-0.38
(-4.46%)
USD |
NYAM |
May 01, 12:02
Gran Tierra Energy Max Drawdown (5Y): 95.30% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.30% |
March 31, 2024 | 95.30% |
February 29, 2024 | 95.30% |
January 31, 2024 | 95.30% |
December 31, 2023 | 95.30% |
November 30, 2023 | 95.30% |
October 31, 2023 | 95.30% |
September 30, 2023 | 95.30% |
August 31, 2023 | 95.30% |
July 31, 2023 | 95.30% |
June 30, 2023 | 95.30% |
May 31, 2023 | 95.30% |
April 30, 2023 | 95.30% |
March 31, 2023 | 95.30% |
February 28, 2023 | 95.30% |
January 31, 2023 | 95.30% |
December 31, 2022 | 95.30% |
November 30, 2022 | 95.30% |
October 31, 2022 | 95.30% |
September 30, 2022 | 95.30% |
August 31, 2022 | 95.30% |
July 31, 2022 | 95.30% |
June 30, 2022 | 95.30% |
May 31, 2022 | 95.30% |
April 30, 2022 | 95.30% |
Date | Value |
---|---|
March 31, 2022 | 95.30% |
February 28, 2022 | 95.30% |
January 31, 2022 | 95.30% |
December 31, 2021 | 95.30% |
November 30, 2021 | 95.30% |
October 31, 2021 | 95.30% |
September 30, 2021 | 95.30% |
August 31, 2021 | 95.30% |
July 31, 2021 | 95.30% |
June 30, 2021 | 95.30% |
May 31, 2021 | 95.30% |
April 30, 2021 | 95.30% |
March 31, 2021 | 95.30% |
February 28, 2021 | 95.30% |
January 31, 2021 | 95.30% |
December 31, 2020 | 95.30% |
November 30, 2020 | 95.30% |
October 31, 2020 | 95.30% |
September 30, 2020 | 95.30% |
August 31, 2020 | 95.30% |
July 31, 2020 | 95.30% |
June 30, 2020 | 95.30% |
May 31, 2020 | 95.30% |
April 30, 2020 | 95.30% |
March 31, 2020 | 95.30% |
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
79.98%
Minimum
May 2019
95.30%
Maximum
Mar 2020
92.78%
Average
95.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
FEC Resources Inc | 98.38% |
Sunshine Oilsands Ltd | 100.00% |
Greenfire Resources Ltd | -- |
Zenith Energy Ltd | -- |
Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.51 |
Beta (5Y) | 1.530 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.72% |
Historical Sharpe Ratio (5Y) | -0.2231 |
Historical Sortino (5Y) | -0.435 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.91% |