VAALCO Energy Inc (EGY)
5.37
+0.13
(+2.48%)
USD |
NYSE |
Nov 04, 16:00
5.37
0.00 (0.00%)
After-Hours: 20:00
VAALCO Energy Max Drawdown (5Y): 78.20% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 78.20% |
| September 30, 2024 | 78.20% |
| August 31, 2024 | 78.20% |
| July 31, 2024 | 78.20% |
| June 30, 2024 | 78.20% |
| May 31, 2024 | 81.35% |
| April 30, 2024 | 82.57% |
| March 31, 2024 | 85.14% |
| February 29, 2024 | 85.14% |
| January 31, 2024 | 85.14% |
| December 31, 2023 | 85.14% |
| November 30, 2023 | 85.14% |
| October 31, 2023 | 85.14% |
| September 30, 2023 | 87.05% |
| August 31, 2023 | 87.05% |
| July 31, 2023 | 87.05% |
| June 30, 2023 | 87.05% |
| May 31, 2023 | 87.05% |
| April 30, 2023 | 87.05% |
| March 31, 2023 | 87.05% |
| February 28, 2023 | 89.46% |
| January 31, 2023 | 91.26% |
| December 31, 2022 | 91.26% |
| November 30, 2022 | 91.61% |
| October 31, 2022 | 92.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 92.62% |
| August 31, 2022 | 92.62% |
| July 31, 2022 | 92.62% |
| June 30, 2022 | 92.79% |
| May 31, 2022 | 92.79% |
| April 30, 2022 | 92.79% |
| March 31, 2022 | 92.79% |
| February 28, 2022 | 92.79% |
| January 31, 2022 | 92.79% |
| December 31, 2021 | 92.79% |
| November 30, 2021 | 92.79% |
| October 31, 2021 | 92.79% |
| September 30, 2021 | 92.79% |
| August 31, 2021 | 93.03% |
| July 31, 2021 | 93.03% |
| June 30, 2021 | 93.03% |
| May 31, 2021 | 93.03% |
| April 30, 2021 | 93.03% |
| March 31, 2021 | 93.03% |
| February 28, 2021 | 93.03% |
| January 31, 2021 | 93.03% |
| December 31, 2020 | 93.03% |
| November 30, 2020 | 93.03% |
| October 31, 2020 | 93.03% |
| September 30, 2020 | 93.03% |
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
78.20%
Minimum
Jun 2024
93.03%
Maximum
Nov 2019
89.73%
Average
92.79%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| SM Energy Co | 98.05% |
| PEDEVCO Corp | 88.73% |
| Exxon Mobil Corp | 61.33% |
| Chevron Corp | 55.77% |
| MPLX LP | 84.60% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 6.934 |
| Beta (5Y) | 1.191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.93% |
| Historical Sharpe Ratio (5Y) | 0.3017 |
| Historical Sortino (5Y) | 0.5819 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 24.62% |