Permian Resources Corp (PR)
15.66
-0.04
(-0.25%)
USD |
NYSE |
May 23, 16:00
15.65
-0.01
(-0.06%)
Pre-Market: 08:23
Permian Resources Max Drawdown (5Y): 98.91% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.91% |
March 31, 2024 | 98.91% |
February 29, 2024 | 98.91% |
January 31, 2024 | 98.91% |
December 31, 2023 | 98.91% |
November 30, 2023 | 98.91% |
October 31, 2023 | 98.91% |
September 30, 2023 | 98.91% |
August 31, 2023 | 98.91% |
July 31, 2023 | 98.91% |
June 30, 2023 | 98.91% |
May 31, 2023 | 98.91% |
April 30, 2023 | 98.91% |
March 31, 2023 | 98.91% |
February 28, 2023 | 98.91% |
January 31, 2023 | 98.91% |
December 31, 2022 | 98.91% |
November 30, 2022 | 98.91% |
October 31, 2022 | 98.91% |
September 30, 2022 | 98.91% |
August 31, 2022 | 98.91% |
July 31, 2022 | 98.91% |
June 30, 2022 | 98.91% |
May 31, 2022 | 98.91% |
April 30, 2022 | 98.91% |
Date | Value |
---|---|
March 31, 2022 | 98.91% |
February 28, 2022 | 98.91% |
January 31, 2022 | 98.91% |
December 31, 2021 | 98.91% |
November 30, 2021 | 98.91% |
October 31, 2021 | 98.91% |
September 30, 2021 | 98.91% |
August 31, 2021 | 98.91% |
July 31, 2021 | 98.91% |
June 30, 2021 | 98.91% |
May 31, 2021 | 98.91% |
April 30, 2021 | 98.91% |
March 31, 2021 | 98.91% |
February 28, 2021 | 98.91% |
January 31, 2021 | 98.91% |
December 31, 2020 | 98.91% |
November 30, 2020 | 98.91% |
October 31, 2020 | 98.91% |
September 30, 2020 | 98.91% |
August 31, 2020 | 98.91% |
July 31, 2020 | 98.91% |
June 30, 2020 | 98.91% |
May 31, 2020 | 98.91% |
April 30, 2020 | 98.91% |
March 31, 2020 | 98.84% |
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
65.27%
Minimum
May 2019
98.91%
Maximum
Apr 2020
96.03%
Average
98.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Gulfport Energy Corp | -- |
Ovintiv Inc | 96.82% |
VAALCO Energy Inc | 82.57% |
Pioneer Natural Resources Co (DELISTED) | 73.01% |
SM Energy Co | 98.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.49 |
Beta (5Y) | 4.324 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 128.9% |
Historical Sharpe Ratio (5Y) | 0.0674 |
Historical Sortino (5Y) | 0.1376 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.10% |