Pharos Energy PLC (SOCLF)
0.255
0.00 (0.00%)
USD |
OTCM |
May 02, 16:00
Pharos Energy Max Drawdown (5Y): 94.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| April 30, 2024 | 94.86% |
| March 31, 2024 | 94.86% |
| February 29, 2024 | 94.86% |
| January 31, 2024 | 94.86% |
| December 31, 2023 | 94.86% |
| November 30, 2023 | 94.86% |
| October 31, 2023 | 94.86% |
| September 30, 2023 | 94.86% |
| August 31, 2023 | 94.86% |
| July 31, 2023 | 94.86% |
| June 30, 2023 | 94.86% |
| May 31, 2023 | 94.86% |
| April 30, 2023 | 94.86% |
| March 31, 2023 | 94.86% |
| February 28, 2023 | 94.86% |
| January 31, 2023 | 94.86% |
| December 31, 2022 | 94.86% |
| November 30, 2022 | 94.86% |
| October 31, 2022 | 94.86% |
| September 30, 2022 | 94.86% |
| August 31, 2022 | 94.86% |
| July 31, 2022 | 94.86% |
| June 30, 2022 | 94.86% |
| May 31, 2022 | 94.86% |
| April 30, 2022 | 94.86% |
| Date | Value |
|---|---|
| March 31, 2022 | 94.86% |
| February 28, 2022 | 94.86% |
| January 31, 2022 | 94.86% |
| December 31, 2021 | 94.86% |
| November 30, 2021 | 94.86% |
| October 31, 2021 | 94.86% |
| September 30, 2021 | 94.86% |
| August 31, 2021 | 94.86% |
| July 31, 2021 | 94.86% |
| June 30, 2021 | 94.86% |
| May 31, 2021 | 94.86% |
| April 30, 2021 | 94.86% |
| March 31, 2021 | 94.86% |
| February 28, 2021 | 94.86% |
| January 31, 2021 | 94.86% |
| December 31, 2020 | 94.86% |
| November 30, 2020 | 94.86% |
| October 31, 2020 | 94.86% |
| September 30, 2020 | 94.86% |
| August 31, 2020 | 94.86% |
| July 31, 2020 | 94.86% |
| June 30, 2020 | 94.86% |
| May 31, 2020 | 94.86% |
| April 30, 2020 | 94.86% |
| March 31, 2020 | 94.86% |
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
87.91%
Minimum
Feb 2020
94.86%
Maximum
Mar 2020
94.26%
Average
94.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| BP PLC | 63.90% |
| Navigator Holdings Ltd | 81.34% |
| Awilco Drilling PLC | 100.0% |
| TORM PLC | 47.13% |
| Shell PLC | 67.23% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -37.90 |
| Beta (5Y) | 1.336 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.80% |
| Historical Sharpe Ratio (5Y) | -0.3497 |
| Historical Sortino (5Y) | -0.5105 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 26.25% |