Diversified Energy Co PLC (DEC)

15.47 +0.70 (+4.74%) USD  |  NYSE  |  Dec 20, 16:00
15.50 +0.03 (+0.19%) After-Hours: 20:00
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Diversified Energy Max Drawdown (5Y): 57.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Adams Resources & Energy Inc 73.89%
Archrock Inc 84.86%
Nine Energy Service Inc 99.03%
Barnwell Industries Inc 89.74%
CKX Lands Inc 54.31%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -13.60
Beta (5Y) 0.9749
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 40.48%
Historical Sharpe Ratio (5Y) -0.0143
Historical Sortino (5Y) -0.0254
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.13%