APA Corp (APA)
30.49
-0.95
(-3.02%)
USD |
NASDAQ |
May 01, 16:00
30.15
-0.34
(-1.12%)
After-Hours: 20:00
APA Max Drawdown (5Y): 93.49% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 93.49% |
March 31, 2024 | 93.49% |
February 29, 2024 | 93.49% |
January 31, 2024 | 93.49% |
December 31, 2023 | 93.49% |
November 30, 2023 | 93.49% |
October 31, 2023 | 93.49% |
September 30, 2023 | 93.49% |
August 31, 2023 | 93.49% |
July 31, 2023 | 93.49% |
June 30, 2023 | 93.49% |
May 31, 2023 | 93.49% |
April 30, 2023 | 93.49% |
March 31, 2023 | 93.49% |
February 28, 2023 | 93.49% |
January 31, 2023 | 93.49% |
December 31, 2022 | 93.49% |
November 30, 2022 | 93.49% |
October 31, 2022 | 93.49% |
September 30, 2022 | 93.49% |
August 31, 2022 | 93.49% |
July 31, 2022 | 93.49% |
June 30, 2022 | 93.49% |
May 31, 2022 | 93.49% |
April 30, 2022 | 93.49% |
Date | Value |
---|---|
March 31, 2022 | 93.49% |
February 28, 2022 | 93.49% |
January 31, 2022 | 93.49% |
December 31, 2021 | 93.49% |
November 30, 2021 | 93.49% |
October 31, 2021 | 93.49% |
September 30, 2021 | 93.49% |
August 31, 2021 | 93.49% |
July 31, 2021 | 93.49% |
June 30, 2021 | 93.49% |
May 31, 2021 | 93.49% |
April 30, 2021 | 93.49% |
March 31, 2021 | 93.49% |
February 28, 2021 | 93.49% |
January 31, 2021 | 93.49% |
December 31, 2020 | 93.49% |
November 30, 2020 | 93.49% |
October 31, 2020 | 93.49% |
September 30, 2020 | 93.49% |
August 31, 2020 | 93.49% |
July 31, 2020 | 93.49% |
June 30, 2020 | 93.49% |
May 31, 2020 | 93.49% |
April 30, 2020 | 93.49% |
March 31, 2020 | 93.34% |
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
73.28%
Minimum
May 2019
93.49%
Maximum
Apr 2020
90.12%
Average
93.49%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Exxon Mobil Corp | 61.33% |
Chevron Corp | 55.77% |
Occidental Petroleum Corp | 88.01% |
Diamondback Energy Inc | 88.72% |
Callon Petroleum Co (DELISTED) | 97.70% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -37.63 |
Beta (5Y) | 3.292 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 84.02% |
Historical Sharpe Ratio (5Y) | -0.0113 |
Historical Sortino (5Y) | -0.0184 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.62% |