Royale Energy Inc (ROYL)
0.055
+0.02
(+37.50%)
USD |
OTCM |
Apr 26, 16:00
Royale Energy Max Drawdown (5Y): 96.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 96.08% |
February 29, 2024 | 96.08% |
January 31, 2024 | 96.08% |
December 31, 2023 | 96.08% |
November 30, 2023 | 96.08% |
October 31, 2023 | 96.97% |
September 30, 2023 | 97.26% |
August 31, 2023 | 97.26% |
July 31, 2023 | 97.26% |
June 30, 2023 | 97.26% |
May 31, 2023 | 97.26% |
April 30, 2023 | 97.26% |
March 31, 2023 | 97.26% |
February 28, 2023 | 97.26% |
January 31, 2023 | 97.26% |
December 31, 2022 | 97.26% |
November 30, 2022 | 97.26% |
October 31, 2022 | 97.26% |
September 30, 2022 | 97.26% |
August 31, 2022 | 97.26% |
July 31, 2022 | 97.26% |
June 30, 2022 | 97.26% |
May 31, 2022 | 97.26% |
April 30, 2022 | 97.26% |
March 31, 2022 | 97.26% |
Date | Value |
---|---|
February 28, 2022 | 97.26% |
January 31, 2022 | 97.26% |
December 31, 2021 | 97.26% |
November 30, 2021 | 97.26% |
October 31, 2021 | 97.26% |
September 30, 2021 | 97.26% |
August 31, 2021 | 97.26% |
July 31, 2021 | 97.26% |
June 30, 2021 | 97.26% |
May 31, 2021 | 97.26% |
April 30, 2021 | 97.26% |
March 31, 2021 | 97.26% |
February 28, 2021 | 97.26% |
January 31, 2021 | 97.26% |
December 31, 2020 | 97.26% |
November 30, 2020 | 98.33% |
October 31, 2020 | 98.92% |
September 30, 2020 | 98.92% |
August 31, 2020 | 98.92% |
July 31, 2020 | 98.92% |
June 30, 2020 | 98.92% |
May 31, 2020 | 98.92% |
April 30, 2020 | 98.92% |
March 31, 2020 | 98.92% |
February 29, 2020 | 98.92% |
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
96.08%
Minimum
Nov 2023
98.92%
Maximum
Apr 2019
97.70%
Average
97.26%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Helmerich & Payne Inc | 81.84% |
Camber Energy Inc | 100.0% |
Patterson-UTI Energy Inc | 94.04% |
Berry Corp (bry) | 88.45% |
Battalion Oil Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -32.58 |
Beta (5Y) | 0.2454 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.51% |
Historical Sharpe Ratio (5Y) | -0.2952 |
Historical Sortino (5Y) | -0.8002 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.40% |