YPF SA (YPF)
21.17
+0.93
(+4.59%)
USD |
NYSE |
Apr 26, 16:00
21.16
-0.01
(-0.05%)
Pre-Market: 20:00
YPF Max Drawdown (5Y): 90.81% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 90.81% |
February 29, 2024 | 90.81% |
January 31, 2024 | 90.81% |
December 31, 2023 | 90.81% |
November 30, 2023 | 90.81% |
October 31, 2023 | 90.81% |
September 30, 2023 | 90.81% |
August 31, 2023 | 90.81% |
July 31, 2023 | 90.81% |
June 30, 2023 | 90.81% |
May 31, 2023 | 90.81% |
April 30, 2023 | 90.81% |
March 31, 2023 | 90.81% |
February 28, 2023 | 90.81% |
January 31, 2023 | 90.81% |
December 31, 2022 | 90.81% |
November 30, 2022 | 90.81% |
October 31, 2022 | 90.81% |
September 30, 2022 | 90.81% |
August 31, 2022 | 90.81% |
July 31, 2022 | 90.81% |
June 30, 2022 | 90.81% |
May 31, 2022 | 90.81% |
April 30, 2022 | 90.81% |
March 31, 2022 | 90.81% |
Date | Value |
---|---|
February 28, 2022 | 90.81% |
January 31, 2022 | 90.81% |
December 31, 2021 | 90.81% |
November 30, 2021 | 90.81% |
October 31, 2021 | 90.81% |
September 30, 2021 | 90.81% |
August 31, 2021 | 90.81% |
July 31, 2021 | 90.81% |
June 30, 2021 | 90.81% |
May 31, 2021 | 90.81% |
April 30, 2021 | 90.81% |
March 31, 2021 | 90.81% |
February 28, 2021 | 90.81% |
January 31, 2021 | 90.81% |
December 31, 2020 | 90.81% |
November 30, 2020 | 90.81% |
October 31, 2020 | 90.81% |
September 30, 2020 | 90.81% |
August 31, 2020 | 90.81% |
July 31, 2020 | 90.81% |
June 30, 2020 | 90.81% |
May 31, 2020 | 90.81% |
April 30, 2020 | 90.81% |
March 31, 2020 | 90.81% |
February 29, 2020 | 76.21% |
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
69.82%
Minimum
Apr 2019
90.81%
Maximum
Mar 2020
87.69%
Average
90.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Transportadora de Gas del Sur SA | 80.88% |
Exxon Mobil Corp | 61.33% |
Western Midstream Partners LP | 93.47% |
Indonesia Energy Corp Ltd | -- |
Battalion Oil Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.44 |
Beta (5Y) | 1.898 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.70% |
Historical Sharpe Ratio (5Y) | 0.0695 |
Historical Sortino (5Y) | 0.1204 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.04% |