Texas Pacific Land Corp (TPL)

1160.02 +20.57 (+1.81%) USD  |  NYSE  |  Dec 24, 13:00
1160.02 0.00 (0.00%) After-Hours: 13:25
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Texas Pacific Land Max Drawdown (5Y): 64.90% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
255.00
240.00
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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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APA Corp 93.64%
Chevron Corp 55.77%
Devon Energy Corp 91.58%
Occidental Petroleum Corp 88.01%
Exxon Mobil Corp 61.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 26.70
Beta (5Y) 1.627
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 56.80%
Historical Sharpe Ratio (5Y) 0.8527
Historical Sortino (5Y) 1.558
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.40%