Epsilon Energy Ltd. (EPSN)
5.66
+0.05
(+0.89%)
USD |
NASDAQ |
Aug 25, 12:34
Epsilon Energy Max Drawdown (5Y) : 48.09% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 48.09% |
| June 30, 2026 | 48.09% |
| May 31, 2026 | 48.09% |
| April 30, 2026 | 48.09% |
| March 31, 2026 | 48.09% |
| February 28, 2026 | 48.09% |
| January 31, 2026 | 48.09% |
| December 31, 2025 | 45.25% |
| November 30, 2025 | 45.25% |
| October 31, 2025 | 44.29% |
| September 30, 2025 | 43.12% |
| August 31, 2025 | 43.68% |
| July 31, 2025 | 43.68% |
| June 30, 2025 | 45.81% |
| May 31, 2025 | 51.33% |
| April 30, 2025 | 54.65% |
| March 31, 2025 | 60.84% |
| February 28, 2025 | 61.46% |
| January 31, 2025 | 61.46% |
| December 31, 2024 | 61.46% |
| November 30, 2024 | 61.46% |
| October 31, 2024 | 61.46% |
| September 30, 2024 | 61.46% |
| August 31, 2024 | 61.46% |
| July 31, 2024 | 64.21% |
| Date | Value |
|---|---|
| June 30, 2024 | 64.21% |
| May 31, 2024 | 64.21% |
| April 30, 2024 | 64.21% |
| March 31, 2024 | 64.21% |
| February 29, 2024 | 64.21% |
| January 31, 2024 | 64.21% |
| December 31, 2023 | 64.21% |
| November 30, 2023 | 75.71% |
| October 31, 2023 | 75.71% |
| September 30, 2023 | 75.71% |
| August 31, 2023 | 75.71% |
| July 31, 2023 | 75.71% |
| June 30, 2023 | 75.71% |
| May 31, 2023 | 75.71% |
| April 30, 2023 | 75.71% |
| March 31, 2023 | 75.71% |
| February 28, 2023 | 75.71% |
| January 31, 2023 | 75.71% |
| December 31, 2022 | 75.71% |
| November 30, 2022 | 75.71% |
| October 31, 2022 | 75.71% |
| September 30, 2022 | 75.71% |
| August 31, 2022 | 75.71% |
| July 31, 2022 | 75.71% |
| June 30, 2022 | 75.71% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| WhiteHawk Minerals Corp. | -- |
| Empire Petroleum Corp. | 90.20% |
| Phoenix Rising Cos. | 100.0% |
| Sable Offshore Corp. | 90.67% |
| APA Corp. | 73.79% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 4.303 |
| Beta (5Y) | -0.1987 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.74% |
| Historical Sharpe Ratio (5Y) | 0.0805 |
| Historical Sortino (5Y) | 0.1507 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.97% |