Riley Exploration Permian Inc (REPX)

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Riley Exploration Permian Max Drawdown (5Y): 92.57% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Evolution Petroleum Corp 80.49%
Houston American Energy Corp 91.33%
Mexco Energy Corp 79.82%
Ring Energy Inc 97.24%
PEDEVCO Corp 90.58%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 24.50
Beta (5Y) 1.421
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 99.51%
Historical Sharpe Ratio (5Y) 0.4369
Historical Sortino (5Y) 1.028
Monthly Value at Risk (VaR) 5% (5Y Lookback) 27.30%