GeoPark Ltd (GPRK)

9.15 -0.14 (-1.51%) USD  |  NYSE  |  Dec 20, 16:00
9.125 -0.02 (-0.27%) After-Hours: 20:00
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GeoPark Max Drawdown (5Y): 73.52% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
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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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Ecopetrol SA 73.56%
Equinor ASA 66.76%
Eni SpA 61.64%
Evolution Petroleum Corp 80.49%
Flex LNG Ltd 79.78%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -29.44
Beta (5Y) 1.375
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 54.55%
Historical Sharpe Ratio (5Y) -0.2029
Historical Sortino (5Y) -0.2996
Monthly Value at Risk (VaR) 5% (5Y Lookback) 19.16%