Empire Petroleum Corp (EP)
5.68
+0.33
(+6.17%)
USD |
NYAM |
Nov 21, 16:00
5.65
-0.03
(-0.53%)
After-Hours: 20:00
Empire Petroleum Max Drawdown (5Y): 83.02% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 83.02% |
| September 30, 2024 | 83.02% |
| August 31, 2024 | 83.02% |
| July 31, 2024 | 82.77% |
| June 30, 2024 | 82.77% |
| May 31, 2024 | 82.77% |
| April 30, 2024 | 82.77% |
| 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% |
| Date | Value |
|---|---|
| September 30, 2022 | 82.77% |
| August 31, 2022 | 91.07% |
| July 31, 2022 | 92.86% |
| June 30, 2022 | 92.86% |
| May 31, 2022 | 92.86% |
| April 30, 2022 | 92.86% |
| March 31, 2022 | 92.86% |
| 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 | 94.05% |
| March 31, 2021 | 94.05% |
| February 28, 2021 | 95.18% |
| January 31, 2021 | 95.18% |
| December 31, 2020 | 95.18% |
| November 30, 2020 | 95.18% |
| October 31, 2020 | 95.18% |
| September 30, 2020 | 95.45% |
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
Sep 2022
98.08%
Maximum
Nov 2019
89.58%
Average
92.86%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Adams Resources & Energy Inc | 73.89% |
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
| US Energy Corp | 97.67% |
| NextDecade Corp | 88.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 30.04 |
| Beta (5Y) | 1.127 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 135.6% |
| Historical Sharpe Ratio (5Y) | 0.3288 |
| Historical Sortino (5Y) | 1.157 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.92% |