MOL Hungarian Oil and Gas PLC (MGYOY)
4.375
-0.12
(-2.78%)
USD |
OTCM |
May 20, 11:18
MOL Hungarian Oil and Gas Max Drawdown (5Y): 84.53% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.53% |
March 31, 2024 | 84.53% |
February 29, 2024 | 84.53% |
January 31, 2024 | 84.53% |
December 31, 2023 | 84.53% |
November 30, 2023 | 84.53% |
October 31, 2023 | 84.53% |
September 30, 2023 | 84.53% |
August 31, 2023 | 84.53% |
July 31, 2023 | 84.53% |
June 30, 2023 | 84.53% |
May 31, 2023 | 84.53% |
April 30, 2023 | 84.53% |
March 31, 2023 | 84.53% |
February 28, 2023 | 84.53% |
January 31, 2023 | 84.53% |
December 31, 2022 | 84.53% |
November 30, 2022 | 84.53% |
October 31, 2022 | 84.53% |
September 30, 2022 | 84.53% |
August 31, 2022 | 84.53% |
July 31, 2022 | 84.53% |
June 30, 2022 | 84.53% |
May 31, 2022 | 84.53% |
April 30, 2022 | 84.53% |
Date | Value |
---|---|
March 31, 2022 | 84.53% |
February 28, 2022 | 84.53% |
January 31, 2022 | 84.53% |
December 31, 2021 | 84.53% |
November 30, 2021 | 84.53% |
October 31, 2021 | 84.53% |
September 30, 2021 | 84.53% |
August 31, 2021 | 84.53% |
July 31, 2021 | 84.53% |
June 30, 2021 | 84.53% |
May 31, 2021 | 84.53% |
April 30, 2021 | 84.53% |
March 31, 2021 | 84.53% |
February 28, 2021 | 84.53% |
January 31, 2021 | 84.53% |
December 31, 2020 | 84.53% |
November 30, 2020 | 84.53% |
October 31, 2020 | 84.53% |
September 30, 2020 | 84.53% |
August 31, 2020 | 84.53% |
July 31, 2020 | 84.53% |
June 30, 2020 | 84.53% |
May 31, 2020 | 84.53% |
April 30, 2020 | 84.53% |
March 31, 2020 | 84.53% |
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
71.15%
Minimum
May 2019
84.53%
Maximum
Mar 2020
82.30%
Average
84.53%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Barnwell Industries Inc | 88.78% |
CKX Lands Inc | 54.31% |
Evolution Petroleum Corp | 80.49% |
Houston American Energy Corp | 91.28% |
Camber Energy Inc | 100.0% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -13.38 |
Beta (5Y) | 0.8638 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.42% |
Historical Sharpe Ratio (5Y) | -0.0826 |
Historical Sortino (5Y) | -0.1237 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.33% |