Talos Energy Inc (TALO)
12.15
-0.10
(-0.82%)
USD |
NYSE |
May 21, 12:52
Talos Energy Max Drawdown (5Y): 86.34% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 86.34% |
March 31, 2024 | 86.34% |
February 29, 2024 | 86.34% |
January 31, 2024 | 86.34% |
December 31, 2023 | 86.34% |
November 30, 2023 | 86.34% |
October 31, 2023 | 86.34% |
September 30, 2023 | 86.34% |
August 31, 2023 | 86.34% |
July 31, 2023 | 86.34% |
June 30, 2023 | 86.34% |
May 31, 2023 | 86.34% |
April 30, 2023 | 86.34% |
March 31, 2023 | 86.34% |
February 28, 2023 | 86.34% |
January 31, 2023 | 86.34% |
December 31, 2022 | 86.34% |
November 30, 2022 | 86.34% |
October 31, 2022 | 86.34% |
September 30, 2022 | 86.34% |
August 31, 2022 | 86.34% |
July 31, 2022 | 86.34% |
June 30, 2022 | 86.34% |
May 31, 2022 | 86.34% |
April 30, 2022 | 86.34% |
Date | Value |
---|---|
March 31, 2022 | 86.34% |
February 28, 2022 | 86.34% |
January 31, 2022 | 86.34% |
December 31, 2021 | 86.34% |
November 30, 2021 | 86.34% |
October 31, 2021 | 86.34% |
September 30, 2021 | 86.34% |
August 31, 2021 | 86.34% |
July 31, 2021 | 86.34% |
June 30, 2021 | 86.34% |
May 31, 2021 | 86.34% |
April 30, 2021 | 86.34% |
March 31, 2021 | 86.34% |
February 28, 2021 | 86.34% |
January 31, 2021 | 86.34% |
December 31, 2020 | 86.34% |
November 30, 2020 | 86.34% |
October 31, 2020 | 86.34% |
September 30, 2020 | 86.34% |
August 31, 2020 | 86.34% |
July 31, 2020 | 86.34% |
June 30, 2020 | 86.34% |
May 31, 2020 | 86.34% |
April 30, 2020 | 86.34% |
March 31, 2020 | 84.79% |
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
60.18%
Minimum
May 2019
86.34%
Maximum
Apr 2020
82.00%
Average
86.34%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Chevron Corp | 55.77% |
Exxon Mobil Corp | 61.33% |
Tellurian Inc | 96.62% |
Southwestern Energy Co | 95.69% |
Ring Energy Inc | 97.24% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -39.26 |
Beta (5Y) | 1.993 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 77.27% |
Historical Sharpe Ratio (5Y) | -0.2206 |
Historical Sortino (5Y) | -0.3602 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.55% |