Epsilon Energy Ltd. (EPSN)
5.87
-0.08
(-1.34%)
USD |
NASDAQ |
Oct 12, 16:00
5.87
0.00 (0.00%)
After-Hours: 20:00
Epsilon Energy Max Drawdown (5Y) : 48.09% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 48.09% |
| August 31, 2026 | 48.09% |
| 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% |
| Date | Value |
|---|---|
| August 31, 2024 | 61.46% |
| July 31, 2024 | 64.21% |
| 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% |
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
| Empire Petroleum Corp. | 91.53% |
| Sable Offshore Corp. | 90.67% |
| WhiteHawk Minerals Corp. | -- |
| NACCO Industries, Inc. | 55.75% |
| ReoStar Energy Corp. | 99.00% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.095 |
| Beta (5Y) | -0.0599 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 30.78% |
| Historical Sharpe Ratio (5Y) | -0.0551 |
| Historical Sortino (5Y) | -0.1029 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.97% |