PEDEVCO Corp (PED)
0.9029
-0.01
(-0.77%)
USD |
NYAM |
Nov 04, 16:00
0.91
+0.01
(+0.79%)
After-Hours: 20:00
PEDEVCO Max Drawdown (5Y): 88.73% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.73% |
| September 30, 2024 | 88.73% |
| August 31, 2024 | 88.73% |
| July 31, 2024 | 88.73% |
| June 30, 2024 | 88.73% |
| May 31, 2024 | 91.21% |
| April 30, 2024 | 92.32% |
| March 31, 2024 | 92.32% |
| February 29, 2024 | 92.32% |
| January 31, 2024 | 92.32% |
| December 31, 2023 | 92.32% |
| November 30, 2023 | 94.43% |
| October 31, 2023 | 96.69% |
| September 30, 2023 | 98.05% |
| August 31, 2023 | 98.05% |
| July 31, 2023 | 98.05% |
| June 30, 2023 | 98.05% |
| May 31, 2023 | 98.05% |
| April 30, 2023 | 98.05% |
| March 31, 2023 | 99.34% |
| February 28, 2023 | 99.35% |
| January 31, 2023 | 99.35% |
| December 31, 2022 | 99.42% |
| November 30, 2022 | 99.47% |
| October 31, 2022 | 99.47% |
| Date | Value |
|---|---|
| September 30, 2022 | 99.47% |
| August 31, 2022 | 99.47% |
| July 31, 2022 | 99.47% |
| June 30, 2022 | 99.47% |
| May 31, 2022 | 99.47% |
| April 30, 2022 | 99.47% |
| March 31, 2022 | 99.47% |
| February 28, 2022 | 99.47% |
| January 31, 2022 | 99.47% |
| December 31, 2021 | 99.47% |
| November 30, 2021 | 99.47% |
| October 31, 2021 | 99.47% |
| September 30, 2021 | 99.47% |
| August 31, 2021 | 99.47% |
| July 31, 2021 | 99.47% |
| June 30, 2021 | 99.47% |
| May 31, 2021 | 99.47% |
| April 30, 2021 | 99.47% |
| March 31, 2021 | 99.47% |
| February 28, 2021 | 99.47% |
| January 31, 2021 | 99.47% |
| December 31, 2020 | 99.47% |
| November 30, 2020 | 99.47% |
| October 31, 2020 | 99.47% |
| September 30, 2020 | 99.47% |
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
88.73%
Minimum
Jun 2024
99.47%
Maximum
Nov 2019
97.56%
Average
99.47%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| VAALCO Energy Inc | 78.20% |
| Archrock Inc | 84.86% |
| MPLX LP | 84.60% |
| Exxon Mobil Corp | 61.33% |
| Core Laboratories Inc | 93.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.69 |
| Beta (5Y) | 0.6002 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.99% |
| Historical Sharpe Ratio (5Y) | -0.1068 |
| Historical Sortino (5Y) | -0.2262 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.35% |