Riley Exploration Permian Inc (REPX)
25.03
+0.58
(+2.37%)
USD |
NYAM |
May 02, 14:50
Riley Exploration Permian Max Drawdown (5Y): 92.57% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 92.57% |
| March 31, 2024 | 92.57% |
| February 29, 2024 | 92.57% |
| January 31, 2024 | 92.57% |
| December 31, 2023 | 92.57% |
| November 30, 2023 | 92.57% |
| October 31, 2023 | 92.57% |
| September 30, 2023 | 92.57% |
| August 31, 2023 | 92.57% |
| July 31, 2023 | 92.57% |
| June 30, 2023 | 92.57% |
| May 31, 2023 | 92.57% |
| April 30, 2023 | 92.57% |
| March 31, 2023 | 92.57% |
| February 28, 2023 | 92.57% |
| January 31, 2023 | 92.57% |
| December 31, 2022 | 92.57% |
| November 30, 2022 | 92.57% |
| October 31, 2022 | 92.57% |
| September 30, 2022 | 92.57% |
| August 31, 2022 | 92.57% |
| July 31, 2022 | 92.57% |
| June 30, 2022 | 92.57% |
| May 31, 2022 | 92.95% |
| April 30, 2022 | 92.95% |
| Date | Value |
|---|---|
| March 31, 2022 | 92.95% |
| February 28, 2022 | 92.95% |
| January 31, 2022 | 92.95% |
| December 31, 2021 | 95.47% |
| November 30, 2021 | 95.47% |
| October 31, 2021 | 95.47% |
| September 30, 2021 | 95.47% |
| August 31, 2021 | 95.47% |
| July 31, 2021 | 95.47% |
| June 30, 2021 | 95.47% |
| May 31, 2021 | 95.47% |
| April 30, 2021 | 95.47% |
| March 31, 2021 | 95.47% |
| February 28, 2021 | 95.47% |
| January 31, 2021 | 95.47% |
| December 31, 2020 | 95.47% |
| November 30, 2020 | 95.47% |
| October 31, 2020 | 95.47% |
| September 30, 2020 | 95.47% |
| August 31, 2020 | 95.47% |
| July 31, 2020 | 95.47% |
| June 30, 2020 | 95.47% |
| May 31, 2020 | 95.47% |
| April 30, 2020 | 95.47% |
| March 31, 2020 | 95.47% |
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
92.57%
Minimum
Jun 2022
95.47%
Maximum
May 2019
94.15%
Average
95.47%
Median
May 2019
Max Drawdown (5Y) Benchmarks
| Exxon Mobil Corp | 61.33% |
| SandRidge Energy Inc | 97.03% |
| Amplify Energy Corp | 97.26% |
| Crescent Energy Co | -- |
| California Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.541 |
| Beta (5Y) | 1.326 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 100.5% |
| Historical Sharpe Ratio (5Y) | 0.1624 |
| Historical Sortino (5Y) | 0.403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.40% |