Permian Resources Corp (PR)
17.18
+0.01
(+0.06%)
USD |
NYSE |
Apr 23, 16:00
17.26
+0.08
(+0.47%)
After-Hours: 20:00
Permian Resources Max Drawdown (5Y): 98.91% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.91% |
| February 29, 2024 | 98.91% |
| January 31, 2024 | 98.91% |
| December 31, 2023 | 98.91% |
| November 30, 2023 | 98.91% |
| October 31, 2023 | 98.91% |
| September 30, 2023 | 98.91% |
| August 31, 2023 | 98.91% |
| July 31, 2023 | 98.91% |
| June 30, 2023 | 98.91% |
| May 31, 2023 | 98.91% |
| April 30, 2023 | 98.91% |
| March 31, 2023 | 98.91% |
| February 28, 2023 | 98.91% |
| January 31, 2023 | 98.91% |
| December 31, 2022 | 98.91% |
| November 30, 2022 | 98.91% |
| October 31, 2022 | 98.91% |
| September 30, 2022 | 98.91% |
| August 31, 2022 | 98.91% |
| July 31, 2022 | 98.91% |
| June 30, 2022 | 98.91% |
| May 31, 2022 | 98.91% |
| April 30, 2022 | 98.91% |
| March 31, 2022 | 98.91% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.91% |
| January 31, 2022 | 98.91% |
| December 31, 2021 | 98.91% |
| November 30, 2021 | 98.91% |
| October 31, 2021 | 98.91% |
| September 30, 2021 | 98.91% |
| August 31, 2021 | 98.91% |
| July 31, 2021 | 98.91% |
| June 30, 2021 | 98.91% |
| May 31, 2021 | 98.91% |
| April 30, 2021 | 98.91% |
| March 31, 2021 | 98.91% |
| February 28, 2021 | 98.91% |
| January 31, 2021 | 98.91% |
| December 31, 2020 | 98.91% |
| November 30, 2020 | 98.91% |
| October 31, 2020 | 98.91% |
| September 30, 2020 | 98.91% |
| August 31, 2020 | 98.91% |
| July 31, 2020 | 98.91% |
| June 30, 2020 | 98.91% |
| May 31, 2020 | 98.91% |
| April 30, 2020 | 98.91% |
| March 31, 2020 | 98.84% |
| February 29, 2020 | 90.64% |
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
62.90%
Minimum
Apr 2019
98.91%
Maximum
Apr 2020
95.43%
Average
98.91%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| SM Energy Co | 98.05% |
| Gulfport Energy Corp | -- |
| Ovintiv Inc | 96.82% |
| VAALCO Energy Inc | 85.14% |
| Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -42.76 |
| Beta (5Y) | 4.351 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 129.6% |
| Historical Sharpe Ratio (5Y) | 0.1083 |
| Historical Sortino (5Y) | 0.2256 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.10% |