Vital Energy (VTLE)
26.85
+0.36
(+1.36%)
USD |
NYSE |
Nov 05, 09:56
Vital Energy Max Drawdown (5Y): 97.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 97.86% |
| September 30, 2024 | 97.86% |
| August 31, 2024 | 97.86% |
| July 31, 2024 | 97.86% |
| June 30, 2024 | 97.86% |
| May 31, 2024 | 97.86% |
| April 30, 2024 | 97.86% |
| March 31, 2024 | 97.86% |
| February 29, 2024 | 97.86% |
| January 31, 2024 | 97.86% |
| December 31, 2023 | 97.86% |
| November 30, 2023 | 97.86% |
| October 31, 2023 | 97.86% |
| September 30, 2023 | 97.86% |
| August 31, 2023 | 97.86% |
| July 31, 2023 | 97.86% |
| June 30, 2023 | 97.86% |
| May 31, 2023 | 97.86% |
| April 30, 2023 | 97.86% |
| March 31, 2023 | 97.86% |
| February 28, 2023 | 97.86% |
| January 31, 2023 | 97.86% |
| December 31, 2022 | 97.86% |
| November 30, 2022 | 97.86% |
| October 31, 2022 | 97.86% |
| Date | Value |
|---|---|
| September 30, 2022 | 97.86% |
| August 31, 2022 | 97.86% |
| July 31, 2022 | 97.86% |
| June 30, 2022 | 97.86% |
| May 31, 2022 | 97.86% |
| April 30, 2022 | 97.86% |
| March 31, 2022 | 97.86% |
| February 28, 2022 | 97.86% |
| January 31, 2022 | 97.86% |
| December 31, 2021 | 97.86% |
| November 30, 2021 | 97.86% |
| October 31, 2021 | 97.86% |
| September 30, 2021 | 97.86% |
| August 31, 2021 | 97.86% |
| July 31, 2021 | 97.86% |
| June 30, 2021 | 97.86% |
| May 31, 2021 | 97.86% |
| April 30, 2021 | 97.86% |
| March 31, 2021 | 97.86% |
| February 28, 2021 | 97.86% |
| January 31, 2021 | 97.86% |
| December 31, 2020 | 97.86% |
| November 30, 2020 | 97.86% |
| October 31, 2020 | 97.86% |
| September 30, 2020 | 97.86% |
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
90.87%
Minimum
Nov 2019
97.86%
Maximum
Apr 2020
97.43%
Average
97.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Northern Oil & Gas Inc | 94.08% |
| Occidental Petroleum Corp | 88.01% |
| APA Corp | 93.49% |
| Diamondback Energy Inc | 88.72% |
| Permian Resources Corp | 98.91% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -53.50 |
| Beta (5Y) | 3.157 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 108.5% |
| Historical Sharpe Ratio (5Y) | -0.1175 |
| Historical Sortino (5Y) | -0.2455 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 40.07% |