Empire Diversified Energy Inc (MPIR)
0.165
0.00 (0.00%)
USD |
OTCM |
Nov 13, 16:00
Empire Diversified Energy Max Drawdown (5Y): 97.33% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 97.33% |
| August 31, 2024 | 98.17% |
| July 31, 2024 | 98.17% |
| June 30, 2024 | 98.17% |
| May 31, 2024 | 98.17% |
| April 30, 2024 | 98.17% |
| March 31, 2024 | 98.17% |
| February 29, 2024 | 98.17% |
| January 31, 2024 | 98.17% |
| December 31, 2023 | 98.17% |
| November 30, 2023 | 98.17% |
| October 31, 2023 | 98.17% |
| September 30, 2023 | 98.17% |
| August 31, 2023 | 98.17% |
| July 31, 2023 | 98.17% |
| June 30, 2023 | 98.17% |
| May 31, 2023 | 98.17% |
| April 30, 2023 | 98.17% |
| March 31, 2023 | 98.17% |
| February 28, 2023 | 98.17% |
| January 31, 2023 | 98.17% |
| December 31, 2022 | 98.17% |
| November 30, 2022 | 98.17% |
| October 31, 2022 | 98.17% |
| September 30, 2022 | 98.17% |
| Date | Value |
|---|---|
| August 31, 2022 | 98.17% |
| July 31, 2022 | 98.17% |
| June 30, 2022 | 98.17% |
| May 31, 2022 | 98.17% |
| April 30, 2022 | 98.17% |
| March 31, 2022 | 98.17% |
| February 28, 2022 | 98.17% |
| January 31, 2022 | 98.17% |
| December 31, 2021 | 98.17% |
| November 30, 2021 | 98.17% |
| October 31, 2021 | 98.17% |
| September 30, 2021 | 98.17% |
| August 31, 2021 | 98.17% |
| July 31, 2021 | 98.17% |
| June 30, 2021 | 98.17% |
| May 31, 2021 | 98.17% |
| April 30, 2021 | 99.79% |
| March 31, 2021 | 99.79% |
| February 28, 2021 | 99.79% |
| January 31, 2021 | 99.79% |
| December 31, 2020 | 99.79% |
| November 30, 2020 | 99.79% |
| October 31, 2020 | 99.79% |
| September 30, 2020 | 99.79% |
| August 31, 2020 | 99.79% |
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
97.33%
Minimum
Sep 2024
99.79%
Maximum
Nov 2019
98.65%
Average
98.17%
Median
May 2021
Max Drawdown (5Y) Benchmarks
| Cheniere Energy Partners LP | 60.29% |
| Energy Transfer LP | 81.50% |
| Cheniere Energy Inc | 61.27% |
| Williams Companies Inc | 79.50% |
| EnLink Midstream LLC | 95.98% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.46 |
| Beta (5Y) | 1.393 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.7% |
| Historical Sharpe Ratio (5Y) | -0.1848 |
| Historical Sortino (5Y) | -0.4457 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 43.33% |