Riley Exploration Permian Inc (REPX)
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Nov 05, 11:18
Riley Exploration Permian Max Drawdown (5Y): 92.57% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 92.57% |
| September 30, 2024 | 92.57% |
| August 31, 2024 | 92.57% |
| July 31, 2024 | 92.57% |
| June 30, 2024 | 92.57% |
| May 31, 2024 | 92.57% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
93.86%
Average
92.95%
Median
Jan 2022
Max Drawdown (5Y) Benchmarks
| Occidental Petroleum Corp | 88.01% |
| Vital Energy | 97.86% |
| Permian Resources Corp | 98.91% |
| Amplify Energy Corp | 97.26% |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 15.87 |
| Beta (5Y) | 1.340 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 99.31% |
| Historical Sharpe Ratio (5Y) | 0.334 |
| Historical Sortino (5Y) | 0.7839 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 27.30% |