Talos Energy Inc (TALO)
11.57
+0.12
(+1.05%)
USD |
NYSE |
Nov 21, 16:00
11.58
+0.01
(+0.09%)
Pre-Market: 07:34
Talos Energy Max Drawdown (5Y)
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Northern Oil & Gas Inc | 94.08% |
| Exxon Mobil Corp | 61.33% |
| Diamondback Energy Inc | 88.72% |
| Civitas Resources Inc | 99.73% |
| Murphy Oil Corp | 88.65% |
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% |