Civitas Resources Inc (CIVI)
73.72
+0.16
(+0.22%)
USD |
NYSE |
Apr 25, 16:00
73.54
-0.18
(-0.24%)
Pre-Market: 07:59
Civitas Resources Max Drawdown (5Y): 99.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 99.74% |
February 29, 2024 | 99.74% |
January 31, 2024 | 99.74% |
December 31, 2023 | 99.74% |
November 30, 2023 | 99.74% |
October 31, 2023 | 99.74% |
September 30, 2023 | 99.74% |
August 31, 2023 | 99.74% |
July 31, 2023 | 99.74% |
June 30, 2023 | 99.74% |
May 31, 2023 | 99.74% |
April 30, 2023 | 99.74% |
March 31, 2023 | 99.74% |
February 28, 2023 | 99.74% |
January 31, 2023 | 99.74% |
December 31, 2022 | 99.74% |
November 30, 2022 | 99.74% |
October 31, 2022 | 99.74% |
September 30, 2022 | 99.74% |
August 31, 2022 | 99.74% |
July 31, 2022 | 99.74% |
June 30, 2022 | 99.74% |
May 31, 2022 | 99.74% |
April 30, 2022 | 99.74% |
March 31, 2022 | 99.74% |
Date | Value |
---|---|
February 28, 2022 | 99.74% |
January 31, 2022 | 99.74% |
December 31, 2021 | 99.74% |
November 30, 2021 | 99.74% |
October 31, 2021 | 99.74% |
September 30, 2021 | 99.74% |
August 31, 2021 | 99.74% |
July 31, 2021 | 99.74% |
June 30, 2021 | 99.74% |
May 31, 2021 | 99.74% |
April 30, 2021 | 99.74% |
March 31, 2021 | 99.74% |
February 28, 2021 | 99.74% |
January 31, 2021 | 99.74% |
December 31, 2020 | 99.74% |
November 30, 2020 | 99.74% |
October 31, 2020 | 99.74% |
September 30, 2020 | 99.74% |
August 31, 2020 | 99.74% |
July 31, 2020 | 99.74% |
June 30, 2020 | 99.74% |
May 31, 2020 | 99.74% |
April 30, 2020 | 99.74% |
March 31, 2020 | 99.74% |
February 29, 2020 | 99.74% |
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
99.73%
Minimum
Apr 2019
99.74%
Maximum
Jun 2019
99.74%
Average
99.74%
Median
Jun 2019
Max Drawdown (5Y) Benchmarks
APA Corp | 93.49% |
SilverBow Resources Inc | 94.94% |
SM Energy Co | 98.05% |
SandRidge Energy Inc | 97.03% |
Amplify Energy Corp | 97.26% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 11.81 |
Beta (5Y) | 1.538 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 57.29% |
Historical Sharpe Ratio (5Y) | 0.5566 |
Historical Sortino (5Y) | 0.9751 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.08% |