Kosmos Energy Ltd (KOS)
5.95
+0.12
(+2.06%)
USD |
NYSE |
Apr 24, 16:00
5.955
0.00 (0.00%)
After-Hours: 20:00
Kosmos Energy Max Drawdown (5Y): 94.29% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 94.29% |
February 29, 2024 | 94.29% |
January 31, 2024 | 94.29% |
December 31, 2023 | 94.29% |
November 30, 2023 | 94.29% |
October 31, 2023 | 94.29% |
September 30, 2023 | 94.29% |
August 31, 2023 | 94.29% |
July 31, 2023 | 94.29% |
June 30, 2023 | 94.29% |
May 31, 2023 | 94.29% |
April 30, 2023 | 94.29% |
March 31, 2023 | 94.29% |
February 28, 2023 | 94.29% |
January 31, 2023 | 94.29% |
December 31, 2022 | 94.29% |
November 30, 2022 | 94.29% |
October 31, 2022 | 94.29% |
September 30, 2022 | 94.29% |
August 31, 2022 | 94.29% |
July 31, 2022 | 94.29% |
June 30, 2022 | 94.29% |
May 31, 2022 | 94.29% |
April 30, 2022 | 94.29% |
March 31, 2022 | 94.29% |
Date | Value |
---|---|
February 28, 2022 | 94.29% |
January 31, 2022 | 94.29% |
December 31, 2021 | 94.29% |
November 30, 2021 | 94.29% |
October 31, 2021 | 94.29% |
September 30, 2021 | 94.29% |
August 31, 2021 | 94.29% |
July 31, 2021 | 94.29% |
June 30, 2021 | 94.29% |
May 31, 2021 | 94.29% |
April 30, 2021 | 94.29% |
March 31, 2021 | 94.29% |
February 28, 2021 | 94.29% |
January 31, 2021 | 94.29% |
December 31, 2020 | 94.29% |
November 30, 2020 | 94.29% |
October 31, 2020 | 94.29% |
September 30, 2020 | 94.29% |
August 31, 2020 | 94.29% |
July 31, 2020 | 94.29% |
June 30, 2020 | 94.29% |
May 31, 2020 | 94.29% |
April 30, 2020 | 94.29% |
March 31, 2020 | 94.29% |
February 29, 2020 | 81.81% |
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
81.81%
Minimum
Apr 2019
94.29%
Maximum
Mar 2020
92.00%
Average
94.29%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Ranger Energy Services Inc | 85.16% |
Halliburton Co | 91.49% |
Martin Midstream Partners LP | 94.90% |
Dawson Geophysical Co | 89.76% |
Barnwell Industries Inc | 88.78% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -33.17 |
Beta (5Y) | 2.382 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 88.21% |
Historical Sharpe Ratio (5Y) | -0.0236 |
Historical Sortino (5Y) | -0.0377 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.64% |