Talos Energy Inc (TALO)
10.90
+0.44
(+4.21%)
USD |
NYSE |
Nov 05, 16:00
10.90
0.00 (0.00%)
After-Hours: 20:00
Talos Energy Max Drawdown (5Y): 86.34% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 86.34% |
| September 30, 2024 | 86.34% |
| August 31, 2024 | 86.34% |
| July 31, 2024 | 86.34% |
| June 30, 2024 | 86.34% |
| May 31, 2024 | 86.34% |
| April 30, 2024 | 86.34% |
| March 31, 2024 | 86.34% |
| February 29, 2024 | 86.34% |
| January 31, 2024 | 86.34% |
| December 31, 2023 | 86.34% |
| November 30, 2023 | 86.34% |
| October 31, 2023 | 86.34% |
| September 30, 2023 | 86.34% |
| August 31, 2023 | 86.34% |
| July 31, 2023 | 86.34% |
| June 30, 2023 | 86.34% |
| May 31, 2023 | 86.34% |
| April 30, 2023 | 86.34% |
| March 31, 2023 | 86.34% |
| February 28, 2023 | 86.34% |
| January 31, 2023 | 86.34% |
| December 31, 2022 | 86.34% |
| November 30, 2022 | 86.34% |
| October 31, 2022 | 86.34% |
| Date | Value |
|---|---|
| September 30, 2022 | 86.34% |
| August 31, 2022 | 86.34% |
| July 31, 2022 | 86.34% |
| June 30, 2022 | 86.34% |
| May 31, 2022 | 86.34% |
| April 30, 2022 | 86.34% |
| March 31, 2022 | 86.34% |
| February 28, 2022 | 86.34% |
| January 31, 2022 | 86.34% |
| December 31, 2021 | 86.34% |
| November 30, 2021 | 86.34% |
| October 31, 2021 | 86.34% |
| September 30, 2021 | 86.34% |
| August 31, 2021 | 86.34% |
| July 31, 2021 | 86.34% |
| June 30, 2021 | 86.34% |
| May 31, 2021 | 86.34% |
| April 30, 2021 | 86.34% |
| March 31, 2021 | 86.34% |
| February 28, 2021 | 86.34% |
| January 31, 2021 | 86.34% |
| December 31, 2020 | 86.34% |
| November 30, 2020 | 86.34% |
| October 31, 2020 | 86.34% |
| September 30, 2020 | 86.34% |
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
60.18%
Minimum
Nov 2019
86.34%
Maximum
Apr 2020
84.61%
Average
86.34%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Exxon Mobil Corp | 61.33% |
| Murphy Oil Corp | 87.04% |
| Northern Oil & Gas Inc | 94.08% |
| Diamondback Energy Inc | 88.72% |
| Civitas Resources Inc | 99.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.06 |
| Beta (5Y) | 1.925 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 75.64% |
| Historical Sharpe Ratio (5Y) | -0.2143 |
| Historical Sortino (5Y) | -0.3484 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 35.55% |