YPF SA (YPF)
23.97
+0.09
(+0.38%)
USD |
NYSE |
May 07, 11:52
YPF Max Drawdown (5Y): 90.81% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 90.81% |
March 31, 2024 | 90.81% |
February 29, 2024 | 90.81% |
January 31, 2024 | 90.81% |
December 31, 2023 | 90.81% |
November 30, 2023 | 90.81% |
October 31, 2023 | 90.81% |
September 30, 2023 | 90.81% |
August 31, 2023 | 90.81% |
July 31, 2023 | 90.81% |
June 30, 2023 | 90.81% |
May 31, 2023 | 90.81% |
April 30, 2023 | 90.81% |
March 31, 2023 | 90.81% |
February 28, 2023 | 90.81% |
January 31, 2023 | 90.81% |
December 31, 2022 | 90.81% |
November 30, 2022 | 90.81% |
October 31, 2022 | 90.81% |
September 30, 2022 | 90.81% |
August 31, 2022 | 90.81% |
July 31, 2022 | 90.81% |
June 30, 2022 | 90.81% |
May 31, 2022 | 90.81% |
April 30, 2022 | 90.81% |
Date | Value |
---|---|
March 31, 2022 | 90.81% |
February 28, 2022 | 90.81% |
January 31, 2022 | 90.81% |
December 31, 2021 | 90.81% |
November 30, 2021 | 90.81% |
October 31, 2021 | 90.81% |
September 30, 2021 | 90.81% |
August 31, 2021 | 90.81% |
July 31, 2021 | 90.81% |
June 30, 2021 | 90.81% |
May 31, 2021 | 90.81% |
April 30, 2021 | 90.81% |
March 31, 2021 | 90.81% |
February 28, 2021 | 90.81% |
January 31, 2021 | 90.81% |
December 31, 2020 | 90.81% |
November 30, 2020 | 90.81% |
October 31, 2020 | 90.81% |
September 30, 2020 | 90.81% |
August 31, 2020 | 90.81% |
July 31, 2020 | 90.81% |
June 30, 2020 | 90.81% |
May 31, 2020 | 90.81% |
April 30, 2020 | 90.81% |
March 31, 2020 | 90.81% |
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
69.82%
Minimum
May 2019
90.81%
Maximum
Mar 2020
88.04%
Average
90.81%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Transportadora de Gas del Sur SA | 80.88% |
Western Midstream Partners LP | 93.47% |
Golar LNG Ltd | 90.08% |
Vivakor Inc | 97.79% |
Indonesia Energy Corp Ltd | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.43 |
Beta (5Y) | 1.860 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 76.63% |
Historical Sharpe Ratio (5Y) | 0.1082 |
Historical Sortino (5Y) | 0.1872 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 30.04% |