Comstock Resources Inc (CRK)
15.21
+0.21
(+1.40%)
USD |
NYSE |
Nov 21, 16:00
15.23
+0.02
(+0.13%)
After-Hours: 20:00
Comstock Resources Max Drawdown (5Y): 89.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 89.26% |
| September 30, 2024 | 90.87% |
| August 31, 2024 | 94.52% |
| July 31, 2024 | 95.80% |
| June 30, 2024 | 95.89% |
| May 31, 2024 | 96.96% |
| April 30, 2024 | 96.96% |
| March 31, 2024 | 96.96% |
| February 29, 2024 | 96.96% |
| January 31, 2024 | 96.96% |
| December 31, 2023 | 96.96% |
| November 30, 2023 | 97.02% |
| October 31, 2023 | 97.02% |
| September 30, 2023 | 97.02% |
| August 31, 2023 | 97.02% |
| July 31, 2023 | 97.02% |
| June 30, 2023 | 97.02% |
| May 31, 2023 | 97.02% |
| April 30, 2023 | 97.02% |
| March 31, 2023 | 97.02% |
| February 28, 2023 | 97.02% |
| January 31, 2023 | 97.02% |
| December 31, 2022 | 97.02% |
| November 30, 2022 | 97.02% |
| October 31, 2022 | 97.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.10% |
| August 31, 2022 | 97.10% |
| July 31, 2022 | 97.10% |
| June 30, 2022 | 97.10% |
| May 31, 2022 | 97.10% |
| April 30, 2022 | 97.10% |
| March 31, 2022 | 97.10% |
| February 28, 2022 | 97.10% |
| January 31, 2022 | 97.10% |
| December 31, 2021 | 97.10% |
| November 30, 2021 | 97.10% |
| October 31, 2021 | 97.10% |
| September 30, 2021 | 97.10% |
| August 31, 2021 | 97.10% |
| July 31, 2021 | 97.98% |
| June 30, 2021 | 97.98% |
| May 31, 2021 | 97.98% |
| April 30, 2021 | 98.21% |
| March 31, 2021 | 98.21% |
| February 28, 2021 | 98.21% |
| January 31, 2021 | 98.21% |
| December 31, 2020 | 98.21% |
| November 30, 2020 | 98.21% |
| October 31, 2020 | 98.21% |
| September 30, 2020 | 98.21% |
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
89.26%
Minimum
Oct 2024
98.21%
Maximum
Nov 2019
97.13%
Average
97.10%
Median
Aug 2021
Max Drawdown (5Y) Benchmarks
| Antero Resources Corp | 98.51% |
| Range Resources Corp | 96.92% |
| SM Energy Co | 98.21% |
| Coterra Energy Inc | 60.06% |
| Expand Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.769 |
| Beta (5Y) | 0.4740 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 69.97% |
| Historical Sharpe Ratio (5Y) | 0.1413 |
| Historical Sortino (5Y) | 0.3312 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.82% |