Kosmos Energy Ltd (KOS)
4.075
+0.08
(+1.88%)
USD |
NYSE |
Nov 22, 12:30
Kosmos Energy Max Drawdown (5Y): 94.33% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.33% |
| September 30, 2024 | 94.33% |
| August 31, 2024 | 94.33% |
| July 31, 2024 | 94.33% |
| June 30, 2024 | 94.33% |
| May 31, 2024 | 94.33% |
| April 30, 2024 | 94.33% |
| March 31, 2024 | 94.33% |
| February 29, 2024 | 94.33% |
| January 31, 2024 | 94.33% |
| December 31, 2023 | 94.33% |
| November 30, 2023 | 94.33% |
| October 31, 2023 | 94.33% |
| September 30, 2023 | 94.33% |
| August 31, 2023 | 94.33% |
| July 31, 2023 | 94.33% |
| June 30, 2023 | 94.33% |
| May 31, 2023 | 94.33% |
| April 30, 2023 | 94.33% |
| March 31, 2023 | 94.33% |
| February 28, 2023 | 94.33% |
| January 31, 2023 | 94.33% |
| December 31, 2022 | 94.33% |
| November 30, 2022 | 94.33% |
| October 31, 2022 | 94.33% |
| Date | Value |
|---|---|
| September 30, 2022 | 94.33% |
| August 31, 2022 | 94.33% |
| July 31, 2022 | 94.33% |
| June 30, 2022 | 94.33% |
| May 31, 2022 | 94.33% |
| April 30, 2022 | 94.33% |
| March 31, 2022 | 94.33% |
| February 28, 2022 | 94.33% |
| January 31, 2022 | 94.33% |
| December 31, 2021 | 94.33% |
| November 30, 2021 | 94.33% |
| October 31, 2021 | 94.33% |
| September 30, 2021 | 94.33% |
| August 31, 2021 | 94.33% |
| July 31, 2021 | 94.33% |
| June 30, 2021 | 94.33% |
| May 31, 2021 | 94.33% |
| April 30, 2021 | 94.33% |
| March 31, 2021 | 94.33% |
| February 28, 2021 | 94.33% |
| January 31, 2021 | 94.33% |
| December 31, 2020 | 94.33% |
| November 30, 2020 | 94.33% |
| October 31, 2020 | 94.33% |
| September 30, 2020 | 94.33% |
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
Nov 2019
94.33%
Maximum
Mar 2020
93.49%
Average
94.33%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Archrock Inc | 84.86% |
| Flotek Industries Inc | 96.70% |
| KLX Energy Services Holdings Inc | -- |
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.72 |
| Beta (5Y) | 2.424 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.50% |
| Historical Sharpe Ratio (5Y) | -0.1307 |
| Historical Sortino (5Y) | -0.2093 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.64% |