Mexco Energy Corp (MXC)
12.17
+0.12
(+1.00%)
USD |
NYAM |
May 02, 16:00
Mexco Energy Max Drawdown (5Y): 79.82% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 79.82% |
March 31, 2024 | 79.82% |
February 29, 2024 | 79.82% |
January 31, 2024 | 79.82% |
December 31, 2023 | 79.82% |
November 30, 2023 | 79.82% |
October 31, 2023 | 79.82% |
September 30, 2023 | 79.82% |
August 31, 2023 | 79.82% |
July 31, 2023 | 79.82% |
June 30, 2023 | 79.82% |
May 31, 2023 | 79.82% |
April 30, 2023 | 79.82% |
March 31, 2023 | 79.82% |
February 28, 2023 | 79.82% |
January 31, 2023 | 79.82% |
December 31, 2022 | 79.82% |
November 30, 2022 | 79.82% |
October 31, 2022 | 79.82% |
September 30, 2022 | 79.82% |
August 31, 2022 | 79.82% |
July 31, 2022 | 79.82% |
June 30, 2022 | 79.82% |
May 31, 2022 | 79.82% |
April 30, 2022 | 79.82% |
Date | Value |
---|---|
March 31, 2022 | 79.82% |
February 28, 2022 | 79.82% |
January 31, 2022 | 79.82% |
December 31, 2021 | 79.82% |
November 30, 2021 | 79.82% |
October 31, 2021 | 79.82% |
September 30, 2021 | 79.82% |
August 31, 2021 | 79.82% |
July 31, 2021 | 79.82% |
June 30, 2021 | 79.82% |
May 31, 2021 | 79.82% |
April 30, 2021 | 79.82% |
March 31, 2021 | 79.91% |
February 28, 2021 | 79.91% |
January 31, 2021 | 80.09% |
December 31, 2020 | 80.09% |
November 30, 2020 | 83.39% |
October 31, 2020 | 88.66% |
September 30, 2020 | 88.66% |
August 31, 2020 | 88.66% |
July 31, 2020 | 88.66% |
June 30, 2020 | 88.66% |
May 31, 2020 | 88.66% |
April 30, 2020 | 88.66% |
March 31, 2020 | 88.66% |
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
79.82%
Minimum
Apr 2021
88.66%
Maximum
May 2019
82.54%
Average
79.82%
Median
Apr 2021
Max Drawdown (5Y) Benchmarks
Trio Petroleum Corp | -- |
Houston American Energy Corp | 91.28% |
North European Oil Royalty Trust | 71.00% |
Exxon Mobil Corp | 61.33% |
Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 13.02 |
Beta (5Y) | 0.6238 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 79.02% |
Historical Sharpe Ratio (5Y) | 0.2528 |
Historical Sortino (5Y) | 0.6321 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.83% |