Tatneft PJSC (OAOFY)
9.55
0.00 (0.00%)
USD |
OTCM |
Apr 26, 16:00
Tatneft Max Drawdown (5Y): 86.88% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 86.88% |
| February 29, 2024 | 86.88% |
| January 31, 2024 | 86.88% |
| December 31, 2023 | 86.88% |
| November 30, 2023 | 86.88% |
| October 31, 2023 | 86.88% |
| September 30, 2023 | 86.88% |
| August 31, 2023 | 86.88% |
| July 31, 2023 | 86.88% |
| June 30, 2023 | 86.88% |
| May 31, 2023 | 86.88% |
| April 30, 2023 | 86.88% |
| March 31, 2023 | 86.88% |
| February 28, 2023 | 86.88% |
| January 31, 2023 | 86.88% |
| December 31, 2022 | 86.88% |
| November 30, 2022 | 86.88% |
| October 31, 2022 | 86.88% |
| September 30, 2022 | 86.88% |
| August 31, 2022 | 86.88% |
| July 31, 2022 | 86.88% |
| June 30, 2022 | 86.88% |
| May 31, 2022 | 86.88% |
| April 30, 2022 | 86.88% |
| March 31, 2022 | 86.88% |
| Date | Value |
|---|---|
| February 28, 2022 | 78.78% |
| January 31, 2022 | 65.29% |
| December 31, 2021 | 65.29% |
| November 30, 2021 | 65.29% |
| October 31, 2021 | 65.29% |
| September 30, 2021 | 65.29% |
| August 31, 2021 | 65.29% |
| July 31, 2021 | 65.29% |
| June 30, 2021 | 65.29% |
| May 31, 2021 | 65.29% |
| April 30, 2021 | 65.29% |
| March 31, 2021 | 65.29% |
| February 28, 2021 | 65.29% |
| January 31, 2021 | 65.29% |
| December 31, 2020 | 65.29% |
| November 30, 2020 | 65.29% |
| October 31, 2020 | 65.29% |
| September 30, 2020 | 65.29% |
| August 31, 2020 | 65.29% |
| July 31, 2020 | 65.29% |
| June 30, 2020 | 65.29% |
| May 31, 2020 | 65.29% |
| April 30, 2020 | 65.29% |
| March 31, 2020 | 65.29% |
| February 29, 2020 | 49.65% |
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
49.65%
Minimum
Nov 2019
86.88%
Maximum
Mar 2022
72.00%
Average
65.29%
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) | -43.32 |
| Beta (5Y) | 0.8974 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.52% |
| Historical Sharpe Ratio (5Y) | -0.6943 |
| Historical Sortino (5Y) | -0.7084 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.43% |