PHX Minerals Inc (PHX)
3.49
+0.05
(+1.45%)
USD |
NYSE |
Nov 05, 11:20
PHX Minerals Max Drawdown (5Y): 94.59% for Sept. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2024 | 94.59% |
| August 31, 2024 | 94.59% |
| July 31, 2024 | 94.59% |
| June 30, 2024 | 94.59% |
| May 31, 2024 | 94.59% |
| April 30, 2024 | 94.59% |
| March 31, 2024 | 94.59% |
| February 29, 2024 | 94.59% |
| January 31, 2024 | 94.59% |
| December 31, 2023 | 94.59% |
| November 30, 2023 | 94.59% |
| October 31, 2023 | 94.59% |
| September 30, 2023 | 94.59% |
| August 31, 2023 | 94.59% |
| July 31, 2023 | 94.59% |
| June 30, 2023 | 94.59% |
| May 31, 2023 | 94.59% |
| April 30, 2023 | 94.59% |
| March 31, 2023 | 94.59% |
| February 28, 2023 | 94.59% |
| January 31, 2023 | 94.59% |
| December 31, 2022 | 94.59% |
| November 30, 2022 | 94.59% |
| October 31, 2022 | 94.59% |
| September 30, 2022 | 94.59% |
| Date | Value |
|---|---|
| August 31, 2022 | 94.59% |
| July 31, 2022 | 94.59% |
| June 30, 2022 | 94.59% |
| May 31, 2022 | 94.59% |
| April 30, 2022 | 94.59% |
| March 31, 2022 | 94.59% |
| February 28, 2022 | 94.59% |
| January 31, 2022 | 94.59% |
| December 31, 2021 | 94.59% |
| November 30, 2021 | 94.59% |
| October 31, 2021 | 94.59% |
| September 30, 2021 | 94.59% |
| August 31, 2021 | 94.59% |
| July 31, 2021 | 94.59% |
| June 30, 2021 | 94.59% |
| May 31, 2021 | 94.59% |
| April 30, 2021 | 94.59% |
| March 31, 2021 | 94.59% |
| February 28, 2021 | 94.59% |
| January 31, 2021 | 94.59% |
| December 31, 2020 | 94.59% |
| November 30, 2020 | 94.59% |
| October 31, 2020 | 94.59% |
| September 30, 2020 | 94.59% |
| August 31, 2020 | 92.85% |
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
63.60%
Minimum
Nov 2019
94.59%
Maximum
Sep 2020
92.40%
Average
94.59%
Median
Sep 2020
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.33% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
| Ring Energy Inc | 97.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.83 |
| Beta (5Y) | 0.5586 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.50% |
| Historical Sharpe Ratio (5Y) | -0.4233 |
| Historical Sortino (5Y) | -0.672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.85% |