Callon Petroleum Co (DELISTED) (CPE:DL)
35.76
+0.64
(+1.82%)
USD |
NYSE |
Mar 28, 16:00
35.81
+0.05
(+0.14%)
After-Hours: 20:00
Callon Petroleum Max Drawdown (5Y): 97.70% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 97.70% |
February 29, 2024 | 97.70% |
January 31, 2024 | 97.70% |
December 31, 2023 | 97.70% |
November 30, 2023 | 97.70% |
October 31, 2023 | 97.70% |
September 30, 2023 | 97.70% |
August 31, 2023 | 97.70% |
July 31, 2023 | 97.70% |
June 30, 2023 | 97.70% |
May 31, 2023 | 97.70% |
April 30, 2023 | 97.70% |
March 31, 2023 | 97.70% |
February 28, 2023 | 97.70% |
January 31, 2023 | 97.70% |
December 31, 2022 | 97.70% |
November 30, 2022 | 97.70% |
October 31, 2022 | 97.70% |
September 30, 2022 | 97.70% |
August 31, 2022 | 97.70% |
July 31, 2022 | 97.70% |
June 30, 2022 | 97.70% |
May 31, 2022 | 97.70% |
April 30, 2022 | 97.70% |
March 31, 2022 | 97.70% |
Date | Value |
---|---|
February 28, 2022 | 97.70% |
January 31, 2022 | 97.70% |
December 31, 2021 | 97.70% |
November 30, 2021 | 97.70% |
October 31, 2021 | 97.70% |
September 30, 2021 | 97.70% |
August 31, 2021 | 97.70% |
July 31, 2021 | 97.70% |
June 30, 2021 | 97.70% |
May 31, 2021 | 97.70% |
April 30, 2021 | 97.70% |
March 31, 2021 | 97.70% |
February 28, 2021 | 97.70% |
January 31, 2021 | 97.70% |
December 31, 2020 | 97.70% |
November 30, 2020 | 97.70% |
October 31, 2020 | 97.70% |
September 30, 2020 | 97.70% |
August 31, 2020 | 97.70% |
July 31, 2020 | 97.70% |
June 30, 2020 | 97.70% |
May 31, 2020 | 97.70% |
April 30, 2020 | 97.70% |
March 31, 2020 | 97.65% |
February 29, 2020 | 88.44% |
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
67.63%
Minimum
May 2019
97.70%
Maximum
Apr 2020
94.26%
Average
97.70%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
APA Corp | 93.49% |
Texas Pacific Land Corp | 64.90% |
Vital Energy | 97.86% |
Matador Resources Co | 96.50% |
California Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -48.17 |
Beta (5Y) | 2.474 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 110.5% |
Historical Sharpe Ratio (5Y) | -0.1437 |
Historical Sortino (5Y) | -0.2772 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 37.13% |