Empire Petroleum Corp (EP)

6.71 +1.11 (+19.82%) USD  |  NYAM  |  Dec 20, 16:00
6.70 -0.01 (-0.15%) After-Hours: 20:00
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Empire Petroleum Max Drawdown (5Y): 83.02% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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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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Adams Resources & Energy Inc 73.89%
Barnwell Industries Inc 89.74%
CKX Lands Inc 54.31%
US Energy Corp 97.03%
NextDecade Corp 88.79%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 38.04
Beta (5Y) 1.182
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 135.3%
Historical Sharpe Ratio (5Y) 0.3978
Historical Sortino (5Y) 1.386
Monthly Value at Risk (VaR) 5% (5Y Lookback) 28.92%