W&T Offshore Inc (WTI)
2.23
-0.02
(-0.89%)
USD |
NYSE |
May 01, 16:00
2.22
-0.01
(-0.45%)
After-Hours: 20:00
W&T Offshore Max Drawdown (5Y): 88.92% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 88.92% |
| March 31, 2024 | 88.92% |
| February 29, 2024 | 88.92% |
| January 31, 2024 | 88.92% |
| December 31, 2023 | 88.92% |
| November 30, 2023 | 88.92% |
| October 31, 2023 | 88.92% |
| September 30, 2023 | 88.92% |
| August 31, 2023 | 88.92% |
| July 31, 2023 | 88.92% |
| June 30, 2023 | 88.92% |
| May 31, 2023 | 88.92% |
| April 30, 2023 | 88.92% |
| March 31, 2023 | 88.92% |
| February 28, 2023 | 88.92% |
| January 31, 2023 | 88.92% |
| December 31, 2022 | 88.92% |
| November 30, 2022 | 88.92% |
| October 31, 2022 | 88.92% |
| September 30, 2022 | 88.92% |
| August 31, 2022 | 88.92% |
| July 31, 2022 | 88.92% |
| June 30, 2022 | 89.95% |
| May 31, 2022 | 90.27% |
| April 30, 2022 | 90.27% |
| Date | Value |
|---|---|
| March 31, 2022 | 90.27% |
| February 28, 2022 | 90.27% |
| January 31, 2022 | 90.27% |
| December 31, 2021 | 90.27% |
| November 30, 2021 | 90.27% |
| October 31, 2021 | 90.27% |
| September 30, 2021 | 91.85% |
| August 31, 2021 | 94.18% |
| July 31, 2021 | 94.18% |
| June 30, 2021 | 94.18% |
| May 31, 2021 | 94.18% |
| April 30, 2021 | 94.18% |
| March 31, 2021 | 94.18% |
| February 28, 2021 | 94.18% |
| January 31, 2021 | 94.18% |
| December 31, 2020 | 94.18% |
| November 30, 2020 | 94.18% |
| October 31, 2020 | 94.18% |
| September 30, 2020 | 94.18% |
| August 31, 2020 | 94.18% |
| July 31, 2020 | 94.18% |
| June 30, 2020 | 94.18% |
| May 31, 2020 | 94.18% |
| April 30, 2020 | 94.18% |
| March 31, 2020 | 94.18% |
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
88.92%
Minimum
Jul 2022
94.18%
Maximum
May 2019
91.62%
Average
90.27%
Median
Oct 2021
Max Drawdown (5Y) Benchmarks
| Exxon Mobil Corp | 61.33% |
| Matador Resources Co | 96.50% |
| Houston American Energy Corp | 91.28% |
| SilverBow Resources Inc | 94.94% |
| SandRidge Energy Inc | 97.03% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -38.19 |
| Beta (5Y) | 1.565 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.92% |
| Historical Sharpe Ratio (5Y) | -0.2698 |
| Historical Sortino (5Y) | -0.4884 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.43% |