VOC Energy Trust (VOC)
5.66
-0.30
(-5.03%)
USD |
NYSE |
Apr 30, 16:00
5.675
+0.02
(+0.27%)
Pre-Market: 20:00
VOC Energy Trust Max Drawdown (5Y): 78.41% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 78.41% |
March 31, 2024 | 78.41% |
February 29, 2024 | 78.41% |
January 31, 2024 | 78.41% |
December 31, 2023 | 78.41% |
November 30, 2023 | 78.41% |
October 31, 2023 | 78.41% |
September 30, 2023 | 78.41% |
August 31, 2023 | 78.41% |
July 31, 2023 | 78.41% |
June 30, 2023 | 78.41% |
May 31, 2023 | 78.41% |
April 30, 2023 | 78.41% |
March 31, 2023 | 78.41% |
February 28, 2023 | 78.41% |
January 31, 2023 | 78.41% |
December 31, 2022 | 78.41% |
November 30, 2022 | 78.41% |
October 31, 2022 | 78.41% |
September 30, 2022 | 78.41% |
August 31, 2022 | 78.41% |
July 31, 2022 | 78.41% |
June 30, 2022 | 78.41% |
May 31, 2022 | 78.41% |
April 30, 2022 | 78.41% |
Date | Value |
---|---|
March 31, 2022 | 78.41% |
February 28, 2022 | 78.41% |
January 31, 2022 | 78.41% |
December 31, 2021 | 78.41% |
November 30, 2021 | 78.41% |
October 31, 2021 | 78.41% |
September 30, 2021 | 78.41% |
August 31, 2021 | 79.77% |
July 31, 2021 | 79.77% |
June 30, 2021 | 80.73% |
May 31, 2021 | 80.73% |
April 30, 2021 | 80.73% |
March 31, 2021 | 80.73% |
February 28, 2021 | 80.73% |
January 31, 2021 | 83.21% |
December 31, 2020 | 83.21% |
November 30, 2020 | 83.47% |
October 31, 2020 | 86.91% |
September 30, 2020 | 86.91% |
August 31, 2020 | 86.91% |
July 31, 2020 | 86.91% |
June 30, 2020 | 86.91% |
May 31, 2020 | 86.91% |
April 30, 2020 | 86.91% |
March 31, 2020 | 86.91% |
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
78.41%
Minimum
Sep 2021
86.91%
Maximum
May 2019
81.44%
Average
78.41%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
Evolution Petroleum Corp | 80.49% |
Houston American Energy Corp | 91.28% |
Tellurian Inc | 96.62% |
Mexco Energy Corp | 79.82% |
Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -3.226 |
Beta (5Y) | 1.082 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.21% |
Historical Sharpe Ratio (5Y) | 0.1571 |
Historical Sortino (5Y) | 0.2309 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.56% |