SandRidge Energy Inc (SD)
11.75
+0.05
(+0.43%)
USD |
NYSE |
Nov 21, 16:00
11.74
-0.01
(-0.09%)
After-Hours: 20:00
SandRidge Energy Max Drawdown (5Y): 97.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.03% |
| September 30, 2024 | 97.03% |
| August 31, 2024 | 97.03% |
| July 31, 2024 | 97.03% |
| June 30, 2024 | 97.03% |
| May 31, 2024 | 97.03% |
| April 30, 2024 | 97.03% |
| March 31, 2024 | 97.03% |
| February 29, 2024 | 97.03% |
| January 31, 2024 | 97.03% |
| December 31, 2023 | 97.03% |
| November 30, 2023 | 97.03% |
| October 31, 2023 | 97.03% |
| September 30, 2023 | 97.03% |
| August 31, 2023 | 97.03% |
| July 31, 2023 | 97.03% |
| June 30, 2023 | 97.03% |
| May 31, 2023 | 97.03% |
| April 30, 2023 | 97.03% |
| March 31, 2023 | 97.03% |
| February 28, 2023 | 97.03% |
| January 31, 2023 | 97.03% |
| December 31, 2022 | 97.03% |
| November 30, 2022 | 97.03% |
| October 31, 2022 | 97.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.03% |
| August 31, 2022 | 97.03% |
| July 31, 2022 | 97.03% |
| June 30, 2022 | 97.03% |
| May 31, 2022 | 97.03% |
| April 30, 2022 | 97.03% |
| March 31, 2022 | 97.03% |
| February 28, 2022 | 97.03% |
| January 31, 2022 | 97.03% |
| December 31, 2021 | 97.03% |
| November 30, 2021 | 97.03% |
| October 31, 2021 | 97.03% |
| September 30, 2021 | 97.03% |
| August 31, 2021 | 97.03% |
| July 31, 2021 | 97.03% |
| June 30, 2021 | 97.03% |
| May 31, 2021 | 97.03% |
| April 30, 2021 | 97.03% |
| March 31, 2021 | 97.03% |
| February 28, 2021 | 97.03% |
| January 31, 2021 | 97.03% |
| December 31, 2020 | 97.03% |
| November 30, 2020 | 97.03% |
| October 31, 2020 | 97.03% |
| September 30, 2020 | 97.03% |
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
87.58%
Minimum
Nov 2019
97.03%
Maximum
Apr 2020
96.52%
Average
97.03%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.33% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
| Ring Energy Inc | 97.24% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.252 |
| Beta (5Y) | 2.107 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 87.72% |
| Historical Sharpe Ratio (5Y) | 0.2844 |
| Historical Sortino (5Y) | 0.5324 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.57% |