Petrofac Ltd (POFCF)
0.15
0.00 (0.00%)
USD |
OTCM |
May 17, 16:00
Petrofac Max Drawdown (5Y): 94.11% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.11% |
March 31, 2024 | 94.11% |
February 29, 2024 | 93.22% |
January 31, 2024 | 93.09% |
December 31, 2023 | 93.09% |
November 30, 2023 | 89.45% |
October 31, 2023 | 89.45% |
September 30, 2023 | 89.45% |
August 31, 2023 | 89.45% |
July 31, 2023 | 89.45% |
June 30, 2023 | 89.45% |
May 31, 2023 | 89.45% |
April 30, 2023 | 89.31% |
March 31, 2023 | 89.31% |
February 28, 2023 | 89.31% |
January 31, 2023 | 89.31% |
December 31, 2022 | 89.31% |
November 30, 2022 | 87.88% |
October 31, 2022 | 87.88% |
September 30, 2022 | 87.88% |
August 31, 2022 | 87.88% |
July 31, 2022 | 87.88% |
June 30, 2022 | 87.88% |
May 31, 2022 | 87.88% |
April 30, 2022 | 87.88% |
Date | Value |
---|---|
March 31, 2022 | 87.88% |
February 28, 2022 | 87.88% |
January 31, 2022 | 87.88% |
December 31, 2021 | 87.88% |
November 30, 2021 | 87.88% |
October 31, 2021 | 87.88% |
September 30, 2021 | 87.88% |
August 31, 2021 | 87.88% |
July 31, 2021 | 87.88% |
June 30, 2021 | 87.88% |
May 31, 2021 | 87.88% |
April 30, 2021 | 87.88% |
March 31, 2021 | 87.88% |
February 28, 2021 | 87.88% |
January 31, 2021 | 87.88% |
December 31, 2020 | 87.88% |
November 30, 2020 | 87.88% |
October 31, 2020 | 87.88% |
September 30, 2020 | 85.04% |
August 31, 2020 | 84.88% |
July 31, 2020 | 84.88% |
June 30, 2020 | 84.88% |
May 31, 2020 | 84.88% |
April 30, 2020 | 84.88% |
March 31, 2020 | 83.92% |
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
79.54%
Minimum
May 2019
94.11%
Maximum
Mar 2024
86.90%
Average
87.88%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Yellow Cake PLC | 58.14% |
Westmount Energy Ltd | -- |
Jersey Oil and Gas PLC | -- |
Serinus Energy PLC | 99.96% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -52.43 |
Beta (5Y) | 0.5851 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.29% |
Historical Sharpe Ratio (5Y) | -0.7141 |
Historical Sortino (5Y) | -1.019 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.94% |