Viper Energy Inc (VNOM)
38.45
+0.25
(+0.65%)
USD |
NASDAQ |
May 31, 16:00
38.44
-0.01
(-0.03%)
After-Hours: 20:00
Viper Energy Max Drawdown (5Y): 86.96% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 86.96% |
April 30, 2024 | 86.96% |
March 31, 2024 | 86.96% |
February 29, 2024 | 86.96% |
January 31, 2024 | 86.96% |
December 31, 2023 | 86.96% |
November 30, 2023 | 86.96% |
October 31, 2023 | 86.96% |
September 30, 2023 | 86.96% |
August 31, 2023 | 86.96% |
July 31, 2023 | 86.96% |
June 30, 2023 | 86.96% |
May 31, 2023 | 86.96% |
April 30, 2023 | 86.96% |
March 31, 2023 | 86.96% |
February 28, 2023 | 86.96% |
January 31, 2023 | 86.96% |
December 31, 2022 | 86.96% |
November 30, 2022 | 86.96% |
October 31, 2022 | 86.96% |
September 30, 2022 | 86.96% |
August 31, 2022 | 86.96% |
July 31, 2022 | 86.96% |
June 30, 2022 | 86.96% |
May 31, 2022 | 86.96% |
Date | Value |
---|---|
April 30, 2022 | 86.96% |
March 31, 2022 | 86.96% |
February 28, 2022 | 86.96% |
January 31, 2022 | 86.96% |
December 31, 2021 | 86.96% |
November 30, 2021 | 86.96% |
October 31, 2021 | 86.96% |
September 30, 2021 | 86.96% |
August 31, 2021 | 86.96% |
July 31, 2021 | 86.96% |
June 30, 2021 | 86.96% |
May 31, 2021 | 86.96% |
April 30, 2021 | 86.96% |
March 31, 2021 | 86.96% |
February 28, 2021 | 86.96% |
January 31, 2021 | 86.96% |
December 31, 2020 | 86.96% |
November 30, 2020 | 86.96% |
October 31, 2020 | 86.96% |
September 30, 2020 | 86.96% |
August 31, 2020 | 86.96% |
July 31, 2020 | 86.96% |
June 30, 2020 | 86.96% |
May 31, 2020 | 86.96% |
April 30, 2020 | 86.96% |
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
60.00%
Minimum
Jun 2019
86.96%
Maximum
Mar 2020
82.91%
Average
86.96%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
NextDecade Corp | 88.79% |
Dawson Geophysical Co | 89.76% |
KLX Energy Services Holdings Inc | 98.37% |
Diversified Energy Co PLC | 57.67% |
ProFrac Holding Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.76 |
Beta (5Y) | 1.749 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 56.42% |
Historical Sharpe Ratio (5Y) | 0.1987 |
Historical Sortino (5Y) | 0.2446 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.42% |