Gran Tierra Energy Inc (GTE.TO)
11.90
+0.62
(+5.50%)
CAD |
TSX |
May 02, 16:00
11.90
0.00 (0.00%)
After-Hours: 16:15
Gran Tierra Energy Max Drawdown (5Y): 95.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.03% |
March 31, 2024 | 95.03% |
February 29, 2024 | 95.03% |
January 31, 2024 | 95.03% |
December 31, 2023 | 95.03% |
November 30, 2023 | 95.03% |
October 31, 2023 | 95.03% |
September 30, 2023 | 95.03% |
August 31, 2023 | 95.03% |
July 31, 2023 | 95.03% |
June 30, 2023 | 95.03% |
May 31, 2023 | 95.03% |
April 30, 2023 | 95.03% |
March 31, 2023 | 95.03% |
February 28, 2023 | 95.03% |
January 31, 2023 | 95.03% |
December 31, 2022 | 95.03% |
November 30, 2022 | 95.03% |
October 31, 2022 | 95.03% |
September 30, 2022 | 95.03% |
August 31, 2022 | 95.03% |
July 31, 2022 | 95.03% |
June 30, 2022 | 95.03% |
May 31, 2022 | 95.03% |
April 30, 2022 | 95.03% |
Date | Value |
---|---|
March 31, 2022 | 95.03% |
February 28, 2022 | 95.03% |
January 31, 2022 | 95.03% |
December 31, 2021 | 95.03% |
November 30, 2021 | 95.03% |
October 31, 2021 | 95.03% |
September 30, 2021 | 95.03% |
August 31, 2021 | 95.03% |
July 31, 2021 | 95.03% |
June 30, 2021 | 95.03% |
May 31, 2021 | 95.03% |
April 30, 2021 | 95.03% |
March 31, 2021 | 95.03% |
February 28, 2021 | 95.03% |
January 31, 2021 | 95.03% |
December 31, 2020 | 95.03% |
November 30, 2020 | 95.03% |
October 31, 2020 | 95.03% |
September 30, 2020 | 94.63% |
August 31, 2020 | 94.63% |
July 31, 2020 | 94.63% |
June 30, 2020 | 94.63% |
May 31, 2020 | 94.63% |
April 30, 2020 | 94.63% |
March 31, 2020 | 94.63% |
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
73.20%
Minimum
May 2019
95.03%
Maximum
Oct 2020
91.58%
Average
95.03%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.13 |
Beta (5Y) | 2.448 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 89.99% |
Historical Sharpe Ratio (5Y) | -0.223 |
Historical Sortino (5Y) | -0.4347 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.78% |