Amplify Energy Corp (AMPY)
6.92
+0.15
(+2.22%)
USD |
NYSE |
Nov 22, 10:02
Amplify Energy Max Drawdown (5Y): 97.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.26% |
| September 30, 2024 | 97.26% |
| August 31, 2024 | 97.26% |
| July 31, 2024 | 97.26% |
| June 30, 2024 | 97.26% |
| May 31, 2024 | 97.26% |
| April 30, 2024 | 97.26% |
| March 31, 2024 | 97.26% |
| February 29, 2024 | 97.26% |
| January 31, 2024 | 97.26% |
| December 31, 2023 | 97.26% |
| November 30, 2023 | 97.26% |
| October 31, 2023 | 97.26% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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 | 97.26% |
| October 31, 2020 | 97.26% |
| September 30, 2020 | 97.26% |
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
81.41%
Minimum
Nov 2019
97.26%
Maximum
Mar 2020
96.20%
Average
97.26%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Northern Oil & Gas Inc | 94.08% |
| California Resources Corp | -- |
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.33% |
| Mexco Energy Corp | 79.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -26.23 |
| Beta (5Y) | 1.942 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 93.09% |
| Historical Sharpe Ratio (5Y) | -0.0125 |
| Historical Sortino (5Y) | -0.0204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.90% |