Vital Energy (VTLE)
32.80
+0.28
(+0.86%)
USD |
NYSE |
Nov 21, 16:00
32.80
0.00 (0.00%)
After-Hours: 20:00
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
92.16%
Minimum
Nov 2019
97.86%
Maximum
Apr 2020
97.50%
Average
97.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
APA Corp | 93.64% |
Calumet Inc | 96.37% |
VAALCO Energy Inc | 78.20% |
Murphy Oil Corp | 88.65% |
Diamondback Energy Inc | 88.72% |
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% |