Range Resources Corp (RRC)
36.11
+0.84
(+2.38%)
USD |
NYSE |
Apr 22, 16:00
36.12
0.00 (0.00%)
Pre-Market: 20:00
Range Resources Max Drawdown (5Y): 96.74% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 96.74% |
| February 29, 2024 | 96.74% |
| January 31, 2024 | 96.74% |
| December 31, 2023 | 96.74% |
| November 30, 2023 | 96.74% |
| October 31, 2023 | 96.74% |
| September 30, 2023 | 96.74% |
| August 31, 2023 | 96.74% |
| July 31, 2023 | 96.74% |
| June 30, 2023 | 96.74% |
| May 31, 2023 | 96.74% |
| April 30, 2023 | 96.74% |
| March 31, 2023 | 96.74% |
| February 28, 2023 | 96.74% |
| January 31, 2023 | 96.74% |
| December 31, 2022 | 96.74% |
| November 30, 2022 | 96.74% |
| October 31, 2022 | 96.74% |
| September 30, 2022 | 96.74% |
| August 31, 2022 | 96.74% |
| July 31, 2022 | 96.74% |
| June 30, 2022 | 96.74% |
| May 31, 2022 | 96.74% |
| April 30, 2022 | 96.74% |
| March 31, 2022 | 96.74% |
| Date | Value |
|---|---|
| February 28, 2022 | 96.74% |
| January 31, 2022 | 96.74% |
| December 31, 2021 | 96.74% |
| November 30, 2021 | 96.74% |
| October 31, 2021 | 96.74% |
| September 30, 2021 | 96.74% |
| August 31, 2021 | 96.74% |
| July 31, 2021 | 96.74% |
| June 30, 2021 | 96.74% |
| May 31, 2021 | 96.74% |
| April 30, 2021 | 96.74% |
| March 31, 2021 | 96.74% |
| February 28, 2021 | 96.74% |
| January 31, 2021 | 96.74% |
| December 31, 2020 | 96.74% |
| November 30, 2020 | 96.74% |
| October 31, 2020 | 96.74% |
| September 30, 2020 | 96.74% |
| August 31, 2020 | 96.74% |
| July 31, 2020 | 96.74% |
| June 30, 2020 | 96.74% |
| May 31, 2020 | 96.74% |
| April 30, 2020 | 96.74% |
| March 31, 2020 | 96.74% |
| February 29, 2020 | 95.63% |
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
89.77%
Minimum
Apr 2019
96.74%
Maximum
Mar 2020
96.20%
Average
96.74%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Coterra Energy Inc | 60.06% |
| Pioneer Natural Resources Co | 73.01% |
| Southwestern Energy Co | 95.69% |
| Diamondback Energy Inc | 88.72% |
| Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.0045 |
| Beta (5Y) | 1.829 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.96% |
| Historical Sharpe Ratio (5Y) | 0.3102 |
| Historical Sortino (5Y) | 0.7669 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.61% |