YPF SA (YPF)
40.72
+3.25
(+8.67%)
USD |
NYSE |
Nov 22, 14:37
YPF Max Drawdown (5Y): 91.59% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.59% |
| September 30, 2024 | 91.59% |
| August 31, 2024 | 91.59% |
| July 31, 2024 | 91.59% |
| June 30, 2024 | 91.59% |
| May 31, 2024 | 91.59% |
| April 30, 2024 | 91.59% |
| March 31, 2024 | 91.59% |
| February 29, 2024 | 91.59% |
| January 31, 2024 | 91.59% |
| December 31, 2023 | 91.59% |
| November 30, 2023 | 91.59% |
| October 31, 2023 | 91.59% |
| September 30, 2023 | 91.59% |
| August 31, 2023 | 91.59% |
| July 31, 2023 | 91.59% |
| June 30, 2023 | 91.59% |
| May 31, 2023 | 91.59% |
| April 30, 2023 | 91.59% |
| March 31, 2023 | 91.59% |
| February 28, 2023 | 91.59% |
| January 31, 2023 | 91.59% |
| December 31, 2022 | 91.59% |
| November 30, 2022 | 91.59% |
| October 31, 2022 | 91.59% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.59% |
| August 31, 2022 | 91.59% |
| July 31, 2022 | 91.59% |
| June 30, 2022 | 91.59% |
| May 31, 2022 | 91.59% |
| April 30, 2022 | 91.59% |
| March 31, 2022 | 91.59% |
| February 28, 2022 | 91.59% |
| January 31, 2022 | 91.59% |
| December 31, 2021 | 91.59% |
| November 30, 2021 | 91.59% |
| October 31, 2021 | 91.59% |
| September 30, 2021 | 91.59% |
| August 31, 2021 | 91.59% |
| July 31, 2021 | 91.59% |
| June 30, 2021 | 91.59% |
| May 31, 2021 | 91.59% |
| April 30, 2021 | 91.59% |
| March 31, 2021 | 91.59% |
| February 28, 2021 | 91.59% |
| January 31, 2021 | 91.59% |
| December 31, 2020 | 91.59% |
| November 30, 2020 | 91.59% |
| October 31, 2020 | 91.59% |
| September 30, 2020 | 91.59% |
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
77.63%
Minimum
Nov 2019
91.59%
Maximum
Mar 2020
90.66%
Average
91.59%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Transportadora de Gas del Sur SA | 80.88% |
| Equinor ASA | 66.76% |
| Hallador Energy Co | 93.39% |
| PEDEVCO Corp | 90.58% |
| Imperial Petroleum Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -4.168 |
| Beta (5Y) | 1.785 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.46% |
| Historical Sharpe Ratio (5Y) | 0.2568 |
| Historical Sortino (5Y) | 0.478 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 25.89% |