Empire Petroleum Corp (EP)
4.95
+0.30
(+6.45%)
USD |
NYAM |
Apr 26, 16:00
4.95
0.00 (0.00%)
After-Hours: 20:00
Empire Petroleum Max Drawdown (5Y): 82.77% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 82.77% |
February 29, 2024 | 82.77% |
January 31, 2024 | 82.77% |
December 31, 2023 | 82.77% |
November 30, 2023 | 82.77% |
October 31, 2023 | 82.77% |
September 30, 2023 | 82.77% |
August 31, 2023 | 82.77% |
July 31, 2023 | 82.77% |
June 30, 2023 | 82.77% |
May 31, 2023 | 82.77% |
April 30, 2023 | 82.77% |
March 31, 2023 | 82.77% |
February 28, 2023 | 82.77% |
January 31, 2023 | 82.77% |
December 31, 2022 | 82.77% |
November 30, 2022 | 82.77% |
October 31, 2022 | 82.77% |
September 30, 2022 | 82.77% |
August 31, 2022 | 82.77% |
July 31, 2022 | 82.77% |
June 30, 2022 | 91.07% |
May 31, 2022 | 92.86% |
April 30, 2022 | 92.86% |
March 31, 2022 | 92.86% |
Date | Value |
---|---|
February 28, 2022 | 92.86% |
January 31, 2022 | 92.86% |
December 31, 2021 | 92.86% |
November 30, 2021 | 92.86% |
October 31, 2021 | 92.86% |
September 30, 2021 | 92.86% |
August 31, 2021 | 92.86% |
July 31, 2021 | 92.86% |
June 30, 2021 | 92.86% |
May 31, 2021 | 92.86% |
April 30, 2021 | 92.86% |
March 31, 2021 | 92.86% |
February 28, 2021 | 93.06% |
January 31, 2021 | 93.06% |
December 31, 2020 | 93.06% |
November 30, 2020 | 93.06% |
October 31, 2020 | 94.17% |
September 30, 2020 | 94.17% |
August 31, 2020 | 94.17% |
July 31, 2020 | 94.17% |
June 30, 2020 | 94.17% |
May 31, 2020 | 96.05% |
April 30, 2020 | 97.73% |
March 31, 2020 | 97.73% |
February 29, 2020 | 97.73% |
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
82.77%
Minimum
Jul 2022
97.73%
Maximum
Apr 2019
90.53%
Average
92.86%
Median
Mar 2021
Max Drawdown (5Y) Benchmarks
Adams Resources & Energy Inc | 65.68% |
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
US Energy Corp | 98.82% |
Enservco Corp | 98.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 25.26 |
Beta (5Y) | 1.351 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 138.3% |
Historical Sharpe Ratio (5Y) | 0.3102 |
Historical Sortino (5Y) | 0.963 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.87% |