VAALCO Energy Inc (EGY)
5.40
+0.10
(+1.89%)
USD |
NYSE |
Nov 21, 16:00
5.40
0.00 (0.00%)
After-Hours: 16:37
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 | 80.64% |
July 31, 2024 | 83.55% |
June 30, 2024 | 83.55% |
May 31, 2024 | 85.14% |
April 30, 2024 | 85.14% |
March 31, 2024 | 85.14% |
February 29, 2024 | 85.14% |
January 31, 2024 | 85.14% |
December 31, 2023 | 85.14% |
November 30, 2023 | 87.05% |
October 31, 2023 | 87.05% |
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 | 89.66% |
March 31, 2023 | 91.26% |
February 28, 2023 | 91.26% |
January 31, 2023 | 91.61% |
December 31, 2022 | 92.47% |
November 30, 2022 | 92.62% |
October 31, 2022 | 92.62% |
Date | Value |
---|---|
September 30, 2022 | 92.62% |
August 31, 2022 | 92.79% |
July 31, 2022 | 92.79% |
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 | 93.03% |
September 30, 2021 | 93.03% |
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
Sep 2024
93.03%
Maximum
Nov 2019
90.32%
Average
92.79%
Median
Nov 2021
Max Drawdown (5Y) Benchmarks
PEDEVCO Corp | 90.58% |
Exxon Mobil Corp | 61.33% |
Core Laboratories Inc | 93.49% |
MPLX LP | 85.27% |
Chevron Corp | 55.77% |
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% |