VAALCO Energy Inc (EGY)

4.31 +0.02 (+0.47%) USD  |  NYSE  |  Dec 20, 16:00
4.30 -0.01 (-0.23%) Pre-Market: 20:00
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VAALCO Energy Max Drawdown (5Y): 78.20% 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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PEDEVCO Corp 90.58%
Exxon Mobil Corp 61.33%
Core Laboratories Inc 93.49%
SM Energy Co 98.21%
Matador Resources Co 96.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 7.872
Beta (5Y) 1.177
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 73.88%
Historical Sharpe Ratio (5Y) 0.3193
Historical Sortino (5Y) 0.6247
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.62%