PEDEVCO Corp (PED)
0.88
0.00 (0.00%)
USD |
NYAM |
Nov 21, 15:58
PEDEVCO Max Drawdown (5Y): 90.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 90.58% |
| September 30, 2024 | 90.58% |
| August 31, 2024 | 93.33% |
| July 31, 2024 | 94.60% |
| June 30, 2024 | 94.60% |
| May 31, 2024 | 94.60% |
| April 30, 2024 | 94.60% |
| March 31, 2024 | 94.60% |
| February 29, 2024 | 94.60% |
| January 31, 2024 | 95.11% |
| December 31, 2023 | 97.28% |
| November 30, 2023 | 98.09% |
| October 31, 2023 | 98.09% |
| September 30, 2023 | 98.09% |
| August 31, 2023 | 98.09% |
| July 31, 2023 | 98.09% |
| June 30, 2023 | 98.09% |
| May 31, 2023 | 99.34% |
| April 30, 2023 | 99.44% |
| March 31, 2023 | 99.44% |
| February 28, 2023 | 99.46% |
| January 31, 2023 | 99.47% |
| December 31, 2022 | 99.47% |
| 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
90.58%
Minimum
Sep 2024
99.47%
Maximum
Nov 2019
98.34%
Average
99.47%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| VAALCO Energy Inc | 78.20% |
| Archrock Inc | 84.86% |
| MPLX LP | 85.27% |
| 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% |