Coterra Energy Inc (CTRA)
27.44
+0.61
(+2.27%)
USD |
NYSE |
Nov 21, 16:00
27.44
0.00 (0.00%)
Pre-Market: 04:58
Coterra Energy Max Drawdown (5Y): 60.06% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.06% |
| September 30, 2024 | 60.06% |
| August 31, 2024 | 60.06% |
| July 31, 2024 | 60.06% |
| June 30, 2024 | 60.06% |
| May 31, 2024 | 60.06% |
| April 30, 2024 | 60.06% |
| March 31, 2024 | 60.06% |
| February 29, 2024 | 60.06% |
| January 31, 2024 | 60.06% |
| December 31, 2023 | 60.06% |
| November 30, 2023 | 60.06% |
| October 31, 2023 | 60.06% |
| September 30, 2023 | 60.06% |
| August 31, 2023 | 60.06% |
| July 31, 2023 | 60.06% |
| June 30, 2023 | 60.06% |
| May 31, 2023 | 60.06% |
| April 30, 2023 | 60.06% |
| March 31, 2023 | 60.06% |
| February 28, 2023 | 60.06% |
| January 31, 2023 | 60.06% |
| December 31, 2022 | 60.06% |
| November 30, 2022 | 60.06% |
| October 31, 2022 | 60.06% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.06% |
| August 31, 2022 | 60.06% |
| July 31, 2022 | 60.06% |
| June 30, 2022 | 60.06% |
| May 31, 2022 | 60.06% |
| April 30, 2022 | 60.06% |
| March 31, 2022 | 60.06% |
| February 28, 2022 | 60.06% |
| January 31, 2022 | 60.06% |
| December 31, 2021 | 60.06% |
| November 30, 2021 | 60.06% |
| October 31, 2021 | 60.06% |
| September 30, 2021 | 60.06% |
| August 31, 2021 | 60.06% |
| July 31, 2021 | 60.06% |
| June 30, 2021 | 60.06% |
| May 31, 2021 | 60.06% |
| April 30, 2021 | 60.06% |
| March 31, 2021 | 60.06% |
| February 28, 2021 | 60.06% |
| January 31, 2021 | 60.06% |
| December 31, 2020 | 62.62% |
| November 30, 2020 | 63.70% |
| October 31, 2020 | 63.70% |
| September 30, 2020 | 63.70% |
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
60.06%
Minimum
Jan 2021
63.70%
Maximum
Nov 2019
60.89%
Average
60.06%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Chevron Corp | 55.77% |
| Exxon Mobil Corp | 61.33% |
| Comstock Resources Inc | 89.26% |
| Devon Energy Corp | 91.58% |
| Expand Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 5.244 |
| Beta (5Y) | 0.2147 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 33.87% |
| Historical Sharpe Ratio (5Y) | 0.2366 |
| Historical Sortino (5Y) | 0.4531 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.22% |