Ring Energy Inc (REI)
1.59
+0.05
(+3.25%)
USD |
NYAM |
Nov 21, 16:00
1.56
-0.03
(-1.89%)
After-Hours: 20:00
Ring Energy Max Drawdown (5Y): 97.24% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 97.24% |
September 30, 2024 | 97.24% |
August 31, 2024 | 97.24% |
July 31, 2024 | 97.24% |
June 30, 2024 | 97.24% |
May 31, 2024 | 97.24% |
April 30, 2024 | 97.24% |
March 31, 2024 | 97.24% |
February 29, 2024 | 97.24% |
January 31, 2024 | 97.24% |
December 31, 2023 | 97.24% |
November 30, 2023 | 97.24% |
October 31, 2023 | 97.24% |
September 30, 2023 | 97.24% |
August 31, 2023 | 97.24% |
July 31, 2023 | 97.24% |
June 30, 2023 | 97.24% |
May 31, 2023 | 97.24% |
April 30, 2023 | 97.24% |
March 31, 2023 | 97.24% |
February 28, 2023 | 97.24% |
January 31, 2023 | 97.24% |
December 31, 2022 | 97.24% |
November 30, 2022 | 97.24% |
October 31, 2022 | 97.24% |
Date | Value |
---|---|
September 30, 2022 | 97.24% |
August 31, 2022 | 97.24% |
July 31, 2022 | 97.24% |
June 30, 2022 | 97.24% |
May 31, 2022 | 97.24% |
April 30, 2022 | 97.24% |
March 31, 2022 | 97.24% |
February 28, 2022 | 97.24% |
January 31, 2022 | 97.24% |
December 31, 2021 | 97.24% |
November 30, 2021 | 97.24% |
October 31, 2021 | 97.24% |
September 30, 2021 | 97.24% |
August 31, 2021 | 97.24% |
July 31, 2021 | 97.24% |
June 30, 2021 | 97.24% |
May 31, 2021 | 97.24% |
April 30, 2021 | 97.24% |
March 31, 2021 | 97.24% |
February 28, 2021 | 97.24% |
January 31, 2021 | 97.24% |
December 31, 2020 | 97.24% |
November 30, 2020 | 97.24% |
October 31, 2020 | 97.02% |
September 30, 2020 | 96.91% |
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
92.44%
Minimum
Nov 2019
97.24%
Maximum
Nov 2020
96.87%
Average
97.24%
Median
Nov 2020
Max Drawdown (5Y) Benchmarks
Devon Energy Corp | 91.58% |
Evolution Petroleum Corp | 80.49% |
Houston American Energy Corp | 91.33% |
Mexco Energy Corp | 79.82% |
Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -25.62 |
Beta (5Y) | 1.626 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 97.59% |
Historical Sharpe Ratio (5Y) | -0.0475 |
Historical Sortino (5Y) | -0.0983 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.60% |