Ecopetrol SA (EC)
11.64
-0.05
(-0.43%)
USD |
NYSE |
Apr 25, 16:00
11.63
-0.01
(-0.09%)
Pre-Market: 07:50
Ecopetrol Max Drawdown (5Y): 73.56% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 73.56% |
February 29, 2024 | 73.56% |
January 31, 2024 | 73.56% |
December 31, 2023 | 73.56% |
November 30, 2023 | 73.56% |
October 31, 2023 | 73.56% |
September 30, 2023 | 73.56% |
August 31, 2023 | 73.56% |
July 31, 2023 | 73.56% |
June 30, 2023 | 73.56% |
May 31, 2023 | 73.56% |
April 30, 2023 | 73.56% |
March 31, 2023 | 73.56% |
February 28, 2023 | 73.56% |
January 31, 2023 | 73.56% |
December 31, 2022 | 73.56% |
November 30, 2022 | 73.56% |
October 31, 2022 | 73.56% |
September 30, 2022 | 76.68% |
August 31, 2022 | 78.02% |
July 31, 2022 | 81.50% |
June 30, 2022 | 81.91% |
May 31, 2022 | 82.31% |
April 30, 2022 | 82.80% |
March 31, 2022 | 82.95% |
Date | Value |
---|---|
February 28, 2022 | 82.95% |
January 31, 2022 | 82.95% |
December 31, 2021 | 83.42% |
November 30, 2021 | 83.58% |
October 31, 2021 | 83.58% |
September 30, 2021 | 84.36% |
August 31, 2021 | 85.69% |
July 31, 2021 | 85.69% |
June 30, 2021 | 85.69% |
May 31, 2021 | 85.73% |
April 30, 2021 | 85.73% |
March 31, 2021 | 85.73% |
February 28, 2021 | 85.73% |
January 31, 2021 | 85.73% |
December 31, 2020 | 85.73% |
November 30, 2020 | 89.38% |
October 31, 2020 | 90.16% |
September 30, 2020 | 90.16% |
August 31, 2020 | 90.16% |
July 31, 2020 | 90.16% |
June 30, 2020 | 90.16% |
May 31, 2020 | 90.16% |
April 30, 2020 | 90.16% |
March 31, 2020 | 90.16% |
February 29, 2020 | 90.16% |
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
73.56%
Minimum
Oct 2022
90.16%
Maximum
Apr 2019
82.75%
Average
83.97%
Median
Max Drawdown (5Y) Benchmarks
Petroleo Brasileiro SA Petrobras | 75.14% |
GeoPark Ltd | 73.52% |
Shell PLC | 67.23% |
Exxon Mobil Corp | 61.33% |
Energy Transfer LP | 81.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -19.20 |
Beta (5Y) | 1.301 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.73% |
Historical Sharpe Ratio (5Y) | -0.0505 |
Historical Sortino (5Y) | -0.0608 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.50% |