W&T Offshore Inc (WTI)
1.96
-0.02
(-1.01%)
USD |
NYSE |
Nov 22, 09:33
W&T Offshore Max Drawdown (5Y): 88.92% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.92% |
| September 30, 2024 | 88.92% |
| August 31, 2024 | 88.92% |
| July 31, 2024 | 88.92% |
| June 30, 2024 | 88.92% |
| May 31, 2024 | 88.92% |
| April 30, 2024 | 88.92% |
| March 31, 2024 | 88.92% |
| February 29, 2024 | 88.92% |
| January 31, 2024 | 88.92% |
| December 31, 2023 | 88.92% |
| November 30, 2023 | 88.92% |
| October 31, 2023 | 88.92% |
| September 30, 2023 | 88.92% |
| August 31, 2023 | 88.92% |
| July 31, 2023 | 88.92% |
| June 30, 2023 | 88.92% |
| May 31, 2023 | 88.92% |
| April 30, 2023 | 88.92% |
| March 31, 2023 | 88.92% |
| February 28, 2023 | 88.92% |
| January 31, 2023 | 88.92% |
| December 31, 2022 | 88.92% |
| November 30, 2022 | 88.92% |
| October 31, 2022 | 88.92% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.92% |
| August 31, 2022 | 89.95% |
| July 31, 2022 | 90.27% |
| June 30, 2022 | 90.27% |
| May 31, 2022 | 90.27% |
| April 30, 2022 | 90.27% |
| March 31, 2022 | 90.27% |
| February 28, 2022 | 90.27% |
| January 31, 2022 | 90.27% |
| December 31, 2021 | 90.27% |
| November 30, 2021 | 91.85% |
| October 31, 2021 | 94.18% |
| September 30, 2021 | 94.18% |
| August 31, 2021 | 94.18% |
| July 31, 2021 | 94.18% |
| June 30, 2021 | 94.18% |
| May 31, 2021 | 94.18% |
| April 30, 2021 | 94.18% |
| March 31, 2021 | 94.18% |
| February 28, 2021 | 94.18% |
| January 31, 2021 | 94.18% |
| December 31, 2020 | 94.18% |
| November 30, 2020 | 94.18% |
| October 31, 2020 | 94.18% |
| September 30, 2020 | 94.18% |
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
88.92%
Minimum
Sep 2022
94.18%
Maximum
Nov 2019
91.27%
Average
90.27%
Median
Dec 2021
Max Drawdown (5Y) Benchmarks
| 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) | -32.07 |
| Beta (5Y) | 1.396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.57% |
| Historical Sharpe Ratio (5Y) | -0.1836 |
| Historical Sortino (5Y) | -0.3353 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 29.31% |