W&T Offshore Inc (WTI)

1.44 +0.07 (+5.11%) USD  |  NYSE  |  Dec 20, 16:00
1.45 +0.01 (+0.69%) After-Hours: 20:00
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W&T Offshore Max Drawdown (5Y): 88.92% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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Median

Max Drawdown (5Y) Benchmarks

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Calumet Inc 96.37%
Northern Oil & Gas Inc 94.08%
Vital Energy 97.86%
Diamondback Energy Inc 88.72%
Crescent Energy Co --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -34.71
Beta (5Y) 1.349
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 76.22%
Historical Sharpe Ratio (5Y) -0.2189
Historical Sortino (5Y) -0.4003
Monthly Value at Risk (VaR) 5% (5Y Lookback) 29.31%