Texas Pacific Land Corp (TPL)
1305.71
-26.20
(-1.97%)
USD |
NYSE |
Mar 28, 16:00
1295.00
-10.71
(-0.82%)
After-Hours: 20:00
Texas Pacific Land Max Drawdown (5Y): 64.90% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Median
Max Drawdown (5Y) Benchmarks
| APA Corp | 93.64% |
| Occidental Petroleum Corp | 88.01% |
| Devon Energy Corp | 91.58% |
| Exxon Mobil Corp | 61.33% |
| Antero Resources Corp | 98.53% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 19.77 |
| Beta (5Y) | 1.696 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 52.26% |
| Historical Sharpe Ratio (5Y) | 0.8426 |
| Historical Sortino (5Y) | 2.024 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.47% |