Gran Tierra Energy Inc (GTE)
6.395
-0.08
(-1.16%)
USD |
NYAM |
Nov 05, 16:00
6.395
0.00 (0.00%)
After-Hours: 19:08
Gran Tierra Energy Max Drawdown (5Y): 95.30% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 95.30% |
| September 30, 2024 | 95.30% |
| August 31, 2024 | 95.30% |
| July 31, 2024 | 95.30% |
| June 30, 2024 | 95.30% |
| May 31, 2024 | 95.30% |
| April 30, 2024 | 95.30% |
| March 31, 2024 | 95.30% |
| February 29, 2024 | 95.30% |
| January 31, 2024 | 95.30% |
| December 31, 2023 | 95.30% |
| November 30, 2023 | 95.30% |
| October 31, 2023 | 95.30% |
| September 30, 2023 | 95.30% |
| August 31, 2023 | 95.30% |
| July 31, 2023 | 95.30% |
| June 30, 2023 | 95.30% |
| May 31, 2023 | 95.30% |
| April 30, 2023 | 95.30% |
| March 31, 2023 | 95.30% |
| February 28, 2023 | 95.30% |
| January 31, 2023 | 95.30% |
| December 31, 2022 | 95.30% |
| November 30, 2022 | 95.30% |
| October 31, 2022 | 95.30% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.30% |
| August 31, 2022 | 95.30% |
| July 31, 2022 | 95.30% |
| June 30, 2022 | 95.30% |
| May 31, 2022 | 95.30% |
| April 30, 2022 | 95.30% |
| March 31, 2022 | 95.30% |
| February 28, 2022 | 95.30% |
| January 31, 2022 | 95.30% |
| December 31, 2021 | 95.30% |
| November 30, 2021 | 95.30% |
| October 31, 2021 | 95.30% |
| September 30, 2021 | 95.30% |
| August 31, 2021 | 95.30% |
| July 31, 2021 | 95.30% |
| June 30, 2021 | 95.30% |
| May 31, 2021 | 95.30% |
| April 30, 2021 | 95.30% |
| March 31, 2021 | 95.30% |
| February 28, 2021 | 95.30% |
| January 31, 2021 | 95.30% |
| December 31, 2020 | 95.30% |
| November 30, 2020 | 95.30% |
| October 31, 2020 | 95.30% |
| September 30, 2020 | 95.30% |
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
79.98%
Minimum
Nov 2019
95.30%
Maximum
Mar 2020
94.31%
Average
95.30%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| FEC Resources Inc | 98.38% |
| Canadian Overseas Petroleum Ltd | 99.99% |
| Sunshine Oilsands Ltd | 100.00% |
| Greenfire Resources Ltd | -- |
| Zenith Energy Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.67 |
| Beta (5Y) | 1.561 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 91.19% |
| Historical Sharpe Ratio (5Y) | -0.1374 |
| Historical Sortino (5Y) | -0.262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.61% |