Marathon Oil Corp (MRO)
26.34
+0.25
(+0.96%)
USD |
NYSE |
May 03, 16:00
26.36
+0.02
(+0.08%)
Pre-Market: 20:00
Marathon Oil Max Drawdown (5Y): 87.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.86% |
March 31, 2024 | 87.86% |
February 29, 2024 | 87.86% |
January 31, 2024 | 87.86% |
December 31, 2023 | 87.86% |
November 30, 2023 | 87.86% |
October 31, 2023 | 87.86% |
September 30, 2023 | 87.86% |
August 31, 2023 | 87.86% |
July 31, 2023 | 87.86% |
June 30, 2023 | 87.86% |
May 31, 2023 | 87.86% |
April 30, 2023 | 87.86% |
March 31, 2023 | 87.86% |
February 28, 2023 | 87.86% |
January 31, 2023 | 87.86% |
December 31, 2022 | 87.86% |
November 30, 2022 | 87.86% |
October 31, 2022 | 87.86% |
September 30, 2022 | 87.86% |
August 31, 2022 | 87.86% |
July 31, 2022 | 87.86% |
June 30, 2022 | 87.86% |
May 31, 2022 | 87.86% |
April 30, 2022 | 87.86% |
Date | Value |
---|---|
March 31, 2022 | 87.86% |
February 28, 2022 | 87.86% |
January 31, 2022 | 87.86% |
December 31, 2021 | 87.86% |
November 30, 2021 | 87.86% |
October 31, 2021 | 87.86% |
September 30, 2021 | 87.86% |
August 31, 2021 | 87.86% |
July 31, 2021 | 87.86% |
June 30, 2021 | 87.86% |
May 31, 2021 | 87.86% |
April 30, 2021 | 87.86% |
March 31, 2021 | 87.86% |
February 28, 2021 | 87.86% |
January 31, 2021 | 87.86% |
December 31, 2020 | 87.86% |
November 30, 2020 | 87.86% |
October 31, 2020 | 87.86% |
September 30, 2020 | 87.86% |
August 31, 2020 | 87.86% |
July 31, 2020 | 87.86% |
June 30, 2020 | 87.86% |
May 31, 2020 | 87.86% |
April 30, 2020 | 87.86% |
March 31, 2020 | 87.39% |
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
83.15%
Minimum
May 2019
87.86%
Maximum
Apr 2020
87.07%
Average
87.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Matador Resources Co | 96.50% |
Diamondback Energy Inc | 88.72% |
Chevron Corp | 55.77% |
Devon Energy Corp | 91.39% |
EOG Resources Inc | 77.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -15.76 |
Beta (5Y) | 2.223 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.53% |
Historical Sharpe Ratio (5Y) | 0.1441 |
Historical Sortino (5Y) | 0.2053 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.72% |