Ecopetrol SA (EC)
8.20
+0.12
(+1.49%)
USD |
NYSE |
Nov 21, 16:00
8.20
0.00 (0.00%)
After-Hours: 20:00
Ecopetrol Max Drawdown (5Y): 73.56% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.56% |
| September 30, 2024 | 73.56% |
| August 31, 2024 | 73.56% |
| July 31, 2024 | 73.56% |
| June 30, 2024 | 73.56% |
| May 31, 2024 | 73.56% |
| April 30, 2024 | 73.56% |
| 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 | 77.00% |
| October 31, 2022 | 78.02% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.50% |
| August 31, 2022 | 81.91% |
| July 31, 2022 | 82.31% |
| June 30, 2022 | 82.80% |
| May 31, 2022 | 82.95% |
| April 30, 2022 | 82.95% |
| March 31, 2022 | 83.22% |
| February 28, 2022 | 84.33% |
| January 31, 2022 | 84.33% |
| December 31, 2021 | 84.33% |
| November 30, 2021 | 84.36% |
| October 31, 2021 | 85.69% |
| September 30, 2021 | 85.69% |
| August 31, 2021 | 85.69% |
| July 31, 2021 | 85.73% |
| June 30, 2021 | 85.73% |
| May 31, 2021 | 85.73% |
| April 30, 2021 | 85.73% |
| March 31, 2021 | 85.73% |
| February 28, 2021 | 87.28% |
| January 31, 2021 | 89.38% |
| December 31, 2020 | 90.16% |
| November 30, 2020 | 90.16% |
| October 31, 2020 | 90.16% |
| September 30, 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
Dec 2022
90.16%
Maximum
Nov 2019
81.44%
Average
82.95%
Median
Apr 2022
Max Drawdown (5Y) Benchmarks
| Petroleo Brasileiro SA Petrobras | 75.14% |
| GeoPark Ltd | 73.52% |
| BP PLC | 63.90% |
| Occidental Petroleum Corp | 88.01% |
| PEDEVCO Corp | 90.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -22.52 |
| Beta (5Y) | 1.238 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.79% |
| Historical Sharpe Ratio (5Y) | -0.1494 |
| Historical Sortino (5Y) | -0.1867 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.58% |