Strata Power Corp (SPOWF)

0.0057 -0.01 (-47.47%) USD  |  OTCM  |  Dec 20, 16:00
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Strata Power Max Drawdown (5Y): 99.67% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Adams Resources & Energy Inc 73.89%
Barnwell Industries Inc 89.74%
CKX Lands Inc 54.31%
Gran Tierra Energy Inc 95.30%
Empire Petroleum Corp 83.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -49.95
Beta (5Y) 3.272
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 239.1%
Historical Sharpe Ratio (5Y) -0.0261
Historical Sortino (5Y) -0.0865
Monthly Value at Risk (VaR) 5% (5Y Lookback) 60.00%