GeoPark Ltd (GPRK)
8.27
-0.03
(-0.36%)
USD |
NYSE |
Nov 21, 16:00
8.27
0.00 (0.00%)
Pre-Market: 20:00
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 | 79.47% |
April 30, 2021 | 81.63% |
March 31, 2021 | 81.63% |
February 28, 2021 | 81.63% |
January 31, 2021 | 81.63% |
December 31, 2020 | 81.63% |
November 30, 2020 | 81.63% |
October 31, 2020 | 81.63% |
September 30, 2020 | 81.63% |
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
Jun 2021
81.63%
Maximum
Nov 2019
76.05%
Average
73.52%
Median
Jun 2021
Max Drawdown (5Y) Benchmarks
Ecopetrol SA | 73.56% |
Equinor ASA | 66.76% |
Eni SpA | 61.64% |
Evolution Petroleum Corp | 80.49% |
Barnwell Industries Inc | 89.74% |
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% |