Vivakor Inc (VIVK)
1.63
+0.04
(+2.52%)
USD |
NASDAQ |
Nov 05, 14:29
Vivakor Max Drawdown (5Y): 97.79% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.79% |
| September 30, 2024 | 97.79% |
| August 31, 2024 | 97.79% |
| July 31, 2024 | 97.79% |
| June 30, 2024 | 97.79% |
| May 31, 2024 | 97.79% |
| April 30, 2024 | 97.79% |
| March 31, 2024 | 97.79% |
| February 29, 2024 | 97.79% |
| January 31, 2024 | 97.79% |
| December 31, 2023 | 97.79% |
| November 30, 2023 | 97.79% |
| October 31, 2023 | 97.79% |
| September 30, 2023 | 95.84% |
| August 31, 2023 | 95.84% |
| July 31, 2023 | 95.84% |
| June 30, 2023 | 95.84% |
| May 31, 2023 | 95.84% |
| April 30, 2023 | 95.84% |
| March 31, 2023 | 95.84% |
| February 28, 2023 | 95.84% |
| January 31, 2023 | 95.84% |
| December 31, 2022 | 95.84% |
| November 30, 2022 | 95.84% |
| October 31, 2022 | 95.54% |
| Date | Value |
|---|---|
| September 30, 2022 | 95.54% |
| August 31, 2022 | 94.11% |
| July 31, 2022 | 94.11% |
| June 30, 2022 | 93.43% |
| May 31, 2022 | 93.43% |
| April 30, 2022 | 92.14% |
| March 31, 2022 | 89.84% |
| February 28, 2022 | 88.87% |
| January 31, 2022 | 83.03% |
| December 31, 2021 | 83.03% |
| November 30, 2021 | 83.03% |
| October 31, 2021 | 83.03% |
| September 30, 2021 | 83.03% |
| August 31, 2021 | 87.27% |
| July 31, 2021 | 87.27% |
| June 30, 2021 | 87.27% |
| May 31, 2021 | 88.31% |
| April 30, 2021 | 88.64% |
| March 31, 2021 | 88.64% |
| February 28, 2021 | 89.00% |
| January 31, 2021 | 90.00% |
| December 31, 2020 | 93.45% |
| November 30, 2020 | 93.45% |
| October 31, 2020 | 93.45% |
| September 30, 2020 | 93.45% |
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
83.03%
Minimum
Sep 2021
97.79%
Maximum
Oct 2023
93.21%
Average
93.45%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| CNX Resources Corp | 81.66% |
| EQT Corp | 89.81% |
| PermRock Royalty Trust | 91.42% |
| HighPeak Energy Inc | -- |
| Chord Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -41.20 |
| Beta (5Y) | 0.6424 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 90.82% |
| Historical Sharpe Ratio (5Y) | -0.3623 |
| Historical Sortino (5Y) | -0.641 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 36.92% |