GeoPark Ltd (GPRK)
8.075
+0.12
(+1.57%)
USD |
NYSE |
Nov 05, 16:00
8.075
0.00 (0.00%)
After-Hours: 16:08
GeoPark Max Drawdown (5Y): 73.52% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 73.52% |
| September 30, 2024 | 73.52% |
| August 31, 2024 | 73.52% |
| July 31, 2024 | 73.52% |
| June 30, 2024 | 73.52% |
| May 31, 2024 | 73.52% |
| April 30, 2024 | 73.52% |
| March 31, 2024 | 73.52% |
| February 29, 2024 | 73.52% |
| January 31, 2024 | 73.52% |
| December 31, 2023 | 73.52% |
| November 30, 2023 | 73.52% |
| October 31, 2023 | 73.52% |
| September 30, 2023 | 73.52% |
| August 31, 2023 | 73.52% |
| July 31, 2023 | 73.52% |
| June 30, 2023 | 73.52% |
| May 31, 2023 | 73.52% |
| April 30, 2023 | 73.52% |
| March 31, 2023 | 73.52% |
| February 28, 2023 | 73.52% |
| January 31, 2023 | 73.52% |
| December 31, 2022 | 73.52% |
| November 30, 2022 | 73.52% |
| October 31, 2022 | 73.52% |
| Date | Value |
|---|---|
| September 30, 2022 | 73.52% |
| August 31, 2022 | 73.52% |
| July 31, 2022 | 73.52% |
| June 30, 2022 | 73.52% |
| May 31, 2022 | 73.52% |
| April 30, 2022 | 73.52% |
| March 31, 2022 | 73.52% |
| February 28, 2022 | 73.52% |
| January 31, 2022 | 73.52% |
| December 31, 2021 | 73.52% |
| November 30, 2021 | 73.52% |
| October 31, 2021 | 73.52% |
| September 30, 2021 | 73.52% |
| August 31, 2021 | 73.52% |
| July 31, 2021 | 73.52% |
| June 30, 2021 | 73.52% |
| May 31, 2021 | 73.52% |
| April 30, 2021 | 73.52% |
| March 31, 2021 | 79.47% |
| February 28, 2021 | 80.00% |
| January 31, 2021 | 80.00% |
| December 31, 2020 | 80.00% |
| November 30, 2020 | 80.00% |
| October 31, 2020 | 80.00% |
| September 30, 2020 | 80.00% |
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
73.52%
Minimum
Apr 2021
80.00%
Maximum
Nov 2019
75.34%
Average
73.52%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
| Ecopetrol SA | 73.56% |
| Eni SpA | 61.64% |
| APA Corp | 93.49% |
| Gran Tierra Energy Inc | 95.30% |
| Ring Energy Inc | 97.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.24 |
| Beta (5Y) | 1.315 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.63% |
| Historical Sharpe Ratio (5Y) | -0.2796 |
| Historical Sortino (5Y) | -0.4144 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.16% |