Ecopetrol SA (EC)

7.64 +0.02 (+0.26%) USD  |  NYSE  |  Dec 20, 16:00
7.64 0.00 (0.00%) Pre-Market: 20:00
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Ecopetrol Max Drawdown (5Y): 73.56% 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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Petroleo Brasileiro SA Petrobras 75.14%
GeoPark Ltd 73.52%
Occidental Petroleum Corp 88.01%
Nine Energy Service Inc 99.03%
PEDEVCO Corp 90.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -22.36
Beta (5Y) 1.237
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 43.93%
Historical Sharpe Ratio (5Y) -0.133
Historical Sortino (5Y) -0.1672
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.79%