Evolution Petroleum Corp (EPM)
6.105
+0.22
(+3.65%)
USD |
NYAM |
Nov 21, 16:00
6.105
0.00 (0.00%)
After-Hours: 20:00
Evolution Petroleum Max Drawdown (5Y): 80.49% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 80.49% |
| September 30, 2024 | 80.49% |
| August 31, 2024 | 80.49% |
| July 31, 2024 | 80.49% |
| June 30, 2024 | 80.49% |
| May 31, 2024 | 80.49% |
| April 30, 2024 | 80.49% |
| March 31, 2024 | 80.49% |
| February 29, 2024 | 80.49% |
| January 31, 2024 | 80.49% |
| December 31, 2023 | 80.49% |
| November 30, 2023 | 80.49% |
| October 31, 2023 | 80.49% |
| September 30, 2023 | 80.49% |
| August 31, 2023 | 80.49% |
| July 31, 2023 | 80.49% |
| June 30, 2023 | 80.49% |
| May 31, 2023 | 80.49% |
| April 30, 2023 | 80.49% |
| March 31, 2023 | 80.49% |
| February 28, 2023 | 80.49% |
| January 31, 2023 | 80.49% |
| December 31, 2022 | 80.49% |
| November 30, 2022 | 80.49% |
| October 31, 2022 | 80.49% |
| Date | Value |
|---|---|
| September 30, 2022 | 80.49% |
| August 31, 2022 | 80.49% |
| July 31, 2022 | 80.49% |
| June 30, 2022 | 80.49% |
| May 31, 2022 | 80.49% |
| April 30, 2022 | 80.49% |
| March 31, 2022 | 80.49% |
| February 28, 2022 | 80.49% |
| January 31, 2022 | 80.49% |
| December 31, 2021 | 80.49% |
| November 30, 2021 | 80.49% |
| October 31, 2021 | 80.49% |
| September 30, 2021 | 80.49% |
| August 31, 2021 | 80.49% |
| July 31, 2021 | 80.49% |
| June 30, 2021 | 80.49% |
| May 31, 2021 | 80.49% |
| April 30, 2021 | 80.49% |
| March 31, 2021 | 80.49% |
| February 28, 2021 | 80.49% |
| January 31, 2021 | 80.49% |
| December 31, 2020 | 80.49% |
| November 30, 2020 | 80.49% |
| October 31, 2020 | 80.49% |
| September 30, 2020 | 80.49% |
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
69.62%
Minimum
Nov 2019
80.49%
Maximum
Mar 2020
79.77%
Average
80.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Murphy Oil Corp | 88.65% |
| SM Energy Co | 98.21% |
| Matador Resources Co | 96.50% |
| Ring Energy Inc | 97.24% |
| Houston American Energy Corp | 91.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.221 |
| Beta (5Y) | 0.8290 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.98% |
| Historical Sharpe Ratio (5Y) | 0.0468 |
| Historical Sortino (5Y) | 0.0765 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.00% |