Matador Resources Co (MTDR)

53.07 +0.48 (+0.91%) USD  |  NYSE  |  Dec 20, 16:00
53.20 +0.13 (+0.24%) Pre-Market: 20:00
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Matador Resources Max Drawdown (5Y): 96.50% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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EOG Resources Inc 77.13%
Range Resources Corp 96.92%
Diamondback Energy Inc 88.72%
Exxon Mobil Corp 61.33%
Evolution Petroleum Corp 80.49%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.38
Beta (5Y) 3.262
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 97.75%
Historical Sharpe Ratio (5Y) 0.3293
Historical Sortino (5Y) 0.5857
Monthly Value at Risk (VaR) 5% (5Y Lookback) 24.93%