Epsilon Energy Ltd (EPSN)
5.44
+0.04
(+0.74%)
USD |
NASDAQ |
May 03, 16:00
5.40
-0.04
(-0.74%)
After-Hours: 20:00
Epsilon Energy Max Drawdown (5Y): 58.24% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 58.24% |
| March 31, 2024 | 58.24% |
| February 29, 2024 | 58.24% |
| January 31, 2024 | 58.24% |
| December 31, 2023 | 58.24% |
| November 30, 2023 | 58.24% |
| October 31, 2023 | 58.24% |
| September 30, 2023 | 58.24% |
| August 31, 2023 | 58.24% |
| July 31, 2023 | 58.42% |
| June 30, 2023 | 58.42% |
| May 31, 2023 | 59.73% |
| April 30, 2023 | 59.73% |
| March 31, 2023 | 59.73% |
| February 28, 2023 | 59.73% |
| January 31, 2023 | 59.73% |
| December 31, 2022 | 59.73% |
| November 30, 2022 | 59.73% |
| October 31, 2022 | 59.73% |
| September 30, 2022 | 59.73% |
| August 31, 2022 | 59.73% |
| July 31, 2022 | 59.73% |
| June 30, 2022 | 59.73% |
| May 31, 2022 | 59.73% |
| April 30, 2022 | 59.73% |
| Date | Value |
|---|---|
| March 31, 2022 | 59.73% |
| February 28, 2022 | 59.73% |
| January 31, 2022 | 59.73% |
| December 31, 2021 | 59.73% |
| November 30, 2021 | 59.73% |
| October 31, 2021 | 59.73% |
| September 30, 2021 | 59.73% |
| August 31, 2021 | 59.73% |
| July 31, 2021 | 59.73% |
| June 30, 2021 | 59.73% |
| May 31, 2021 | 59.73% |
| April 30, 2021 | 59.73% |
| March 31, 2021 | 59.73% |
| February 28, 2021 | 59.73% |
| January 31, 2021 | 59.73% |
| December 31, 2020 | 59.73% |
| November 30, 2020 | 60.22% |
| October 31, 2020 | 64.18% |
| September 30, 2020 | 64.18% |
| August 31, 2020 | 64.18% |
| July 31, 2020 | 64.18% |
| June 30, 2020 | 64.18% |
| May 31, 2020 | 64.18% |
| April 30, 2020 | 64.18% |
| March 31, 2020 | 93.38% |
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
58.24%
Minimum
Aug 2023
93.38%
Maximum
May 2019
66.16%
Average
59.73%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.28% |
| Tellurian Inc | 96.62% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9927 |
| Beta (5Y) | 0.377 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.78% |
| Historical Sharpe Ratio (5Y) | 0.1805 |
| Historical Sortino (5Y) | 0.3395 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.00% |