Coterra Energy Inc (CTRA)
27.93
-0.01
(-0.04%)
USD |
NYSE |
Apr 23, 10:15
Coterra Energy Max Drawdown (5Y): 60.06% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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% |
| 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% |
| Date | Value |
|---|---|
| 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 | 60.06% |
| November 30, 2020 | 60.06% |
| October 31, 2020 | 62.62% |
| September 30, 2020 | 63.70% |
| August 31, 2020 | 63.70% |
| July 31, 2020 | 63.70% |
| June 30, 2020 | 63.70% |
| May 31, 2020 | 63.70% |
| April 30, 2020 | 63.70% |
| March 31, 2020 | 63.70% |
| February 29, 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
Nov 2020
63.70%
Maximum
Apr 2019
61.20%
Average
60.06%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
| EOG Resources Inc | 77.13% |
| Marathon Oil Corp | 87.86% |
| Occidental Petroleum Corp | 88.01% |
| Diamondback Energy Inc | 88.72% |
| Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.522 |
| Beta (5Y) | 0.2085 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 36.31% |
| Historical Sharpe Ratio (5Y) | 0.1169 |
| Historical Sortino (5Y) | 0.2013 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.29% |