Diversified Energy Co PLC (DEC)
11.18
+0.38
(+3.52%)
USD |
NYSE |
Apr 11, 16:00
11.40
+0.22
(+1.97%)
After-Hours: 20:00
Diversified Energy Max Drawdown (5Y): 57.67% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Archrock Inc | 75.78% |
| Flotek Industries Inc | 96.70% |
| Schlumberger Ltd | 82.50% |
| Delek Logistics Partners LP | 74.22% |
| Select Water Solutions Inc | 87.70% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.332 |
| Beta (5Y) | 0.8305 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.45% |
| Historical Sharpe Ratio (5Y) | 0.1054 |
| Historical Sortino (5Y) | 0.174 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.61% |