PEDEVCO Corp (PED)
1.02
+0.09
(+9.68%)
USD |
NYAM |
Apr 19, 16:00
1.02
0.00 (0.00%)
After-Hours: 20:00
PEDEVCO Max Drawdown (5Y): 92.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| 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 | 99.49% |
| September 30, 2022 | 99.54% |
| August 31, 2022 | 99.60% |
| July 31, 2022 | 99.62% |
| June 30, 2022 | 99.62% |
| May 31, 2022 | 99.62% |
| April 30, 2022 | 99.62% |
| March 31, 2022 | 99.62% |
| Date | Value |
|---|---|
| February 28, 2022 | 99.65% |
| January 31, 2022 | 99.65% |
| December 31, 2021 | 99.65% |
| November 30, 2021 | 99.65% |
| October 31, 2021 | 99.65% |
| September 30, 2021 | 99.65% |
| August 31, 2021 | 99.65% |
| July 31, 2021 | 99.65% |
| June 30, 2021 | 99.65% |
| May 31, 2021 | 99.65% |
| April 30, 2021 | 99.65% |
| March 31, 2021 | 99.65% |
| February 28, 2021 | 99.65% |
| January 31, 2021 | 99.65% |
| December 31, 2020 | 99.72% |
| November 30, 2020 | 99.72% |
| October 31, 2020 | 99.75% |
| September 30, 2020 | 99.84% |
| August 31, 2020 | 99.84% |
| July 31, 2020 | 99.84% |
| June 30, 2020 | 99.84% |
| May 31, 2020 | 99.84% |
| April 30, 2020 | 99.84% |
| March 31, 2020 | 99.84% |
| February 29, 2020 | 99.84% |
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
92.32%
Minimum
Dec 2023
99.84%
Maximum
Apr 2019
98.89%
Average
99.65%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.28% |
| Tellurian Inc | 96.62% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -30.68 |
| Beta (5Y) | 0.5113 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 67.90% |
| Historical Sharpe Ratio (5Y) | -0.3535 |
| Historical Sortino (5Y) | -0.7355 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.89% |