Karoon Energy Ltd (KRNGF)
1.24
0.00 (0.00%)
USD |
OTCM |
May 03, 16:00
Karoon Energy Max Drawdown (5Y): 90.87% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.87% |
March 31, 2024 | 90.87% |
February 29, 2024 | 90.87% |
January 31, 2024 | 90.87% |
December 31, 2023 | 90.87% |
November 30, 2023 | 90.87% |
October 31, 2023 | 90.87% |
September 30, 2023 | 90.87% |
August 31, 2023 | 90.87% |
July 31, 2023 | 90.87% |
June 30, 2023 | 90.87% |
May 31, 2023 | 90.87% |
April 30, 2023 | 90.87% |
March 31, 2023 | 90.87% |
February 28, 2023 | 90.87% |
January 31, 2023 | 90.87% |
December 31, 2022 | 90.87% |
November 30, 2022 | 90.87% |
October 31, 2022 | 90.87% |
September 30, 2022 | 90.87% |
August 31, 2022 | 90.87% |
July 31, 2022 | 90.87% |
June 30, 2022 | 90.87% |
May 31, 2022 | 90.87% |
April 30, 2022 | 90.87% |
Date | Value |
---|---|
March 31, 2022 | 90.87% |
February 28, 2022 | 90.87% |
January 31, 2022 | 90.87% |
December 31, 2021 | 90.87% |
November 30, 2021 | 90.87% |
October 31, 2021 | 90.87% |
September 30, 2021 | 90.87% |
August 31, 2021 | 90.87% |
July 31, 2021 | 90.87% |
June 30, 2021 | 90.87% |
May 31, 2021 | 90.87% |
April 30, 2021 | 90.87% |
March 31, 2021 | 90.87% |
February 28, 2021 | 90.87% |
January 31, 2021 | 90.87% |
December 31, 2020 | 90.87% |
November 30, 2020 | 90.87% |
October 31, 2020 | 90.87% |
September 30, 2020 | 90.87% |
August 31, 2020 | 90.87% |
July 31, 2020 | 90.87% |
June 30, 2020 | 90.87% |
May 31, 2020 | 90.87% |
April 30, 2020 | 90.87% |
March 31, 2020 | 90.87% |
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
88.41%
Minimum
May 2019
90.87%
Maximum
Mar 2020
90.46%
Average
90.87%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Santos Ltd | 74.74% |
Beach Energy Ltd | 72.59% |
Buru Energy Ltd | 90.69% |
Woodside Energy Group Ltd | 66.03% |
Bounty Oil & Gas NL | 97.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.519 |
Beta (5Y) | 1.129 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.81% |
Historical Sharpe Ratio (5Y) | 0.1655 |
Historical Sortino (5Y) | 0.2367 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.01% |