Diversified Energy Co PLC (DEC)
16.20
+0.08
(+0.53%)
USD |
NYSE |
Nov 21, 16:00
16.20
0.00 (0.00%)
After-Hours: 16:49
Diversified Energy Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| MPLX LP | 85.27% |
| Adams Resources & Energy Inc | 73.89% |
| Archrock Inc | 84.86% |
| Schlumberger Ltd | 84.81% |
| Nine Energy Service Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.11 |
| Beta (5Y) | 0.8771 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.64% |
| Historical Sharpe Ratio (5Y) | -0.1756 |
| Historical Sortino (5Y) | -0.2964 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.13% |