Murphy Oil Corp (MUR)
44.28
+0.06
(+0.14%)
USD |
NYSE |
May 03, 10:01
Murphy Oil Max Drawdown (5Y): 87.04% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 87.04% |
March 31, 2024 | 87.04% |
February 29, 2024 | 87.04% |
January 31, 2024 | 87.04% |
December 31, 2023 | 87.04% |
November 30, 2023 | 87.04% |
October 31, 2023 | 87.04% |
September 30, 2023 | 87.04% |
August 31, 2023 | 87.04% |
July 31, 2023 | 87.04% |
June 30, 2023 | 87.04% |
May 31, 2023 | 87.04% |
April 30, 2023 | 87.04% |
March 31, 2023 | 87.04% |
February 28, 2023 | 87.04% |
January 31, 2023 | 87.04% |
December 31, 2022 | 87.04% |
November 30, 2022 | 87.04% |
October 31, 2022 | 87.04% |
September 30, 2022 | 87.04% |
August 31, 2022 | 87.04% |
July 31, 2022 | 87.04% |
June 30, 2022 | 87.04% |
May 31, 2022 | 87.04% |
April 30, 2022 | 87.04% |
Date | Value |
---|---|
March 31, 2022 | 87.04% |
February 28, 2022 | 87.04% |
January 31, 2022 | 87.04% |
December 31, 2021 | 87.04% |
November 30, 2021 | 87.04% |
October 31, 2021 | 87.04% |
September 30, 2021 | 87.04% |
August 31, 2021 | 87.04% |
July 31, 2021 | 87.04% |
June 30, 2021 | 87.04% |
May 31, 2021 | 87.04% |
April 30, 2021 | 87.04% |
March 31, 2021 | 87.04% |
February 28, 2021 | 87.04% |
January 31, 2021 | 87.04% |
December 31, 2020 | 87.04% |
November 30, 2020 | 87.04% |
October 31, 2020 | 87.04% |
September 30, 2020 | 87.04% |
August 31, 2020 | 87.04% |
July 31, 2020 | 87.04% |
June 30, 2020 | 87.04% |
May 31, 2020 | 87.04% |
April 30, 2020 | 87.04% |
March 31, 2020 | 87.04% |
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
75.38%
Minimum
May 2019
87.04%
Maximum
Mar 2020
85.10%
Average
87.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Devon Energy Corp | 91.39% |
Coterra Energy Inc | 60.06% |
Ovintiv Inc | 96.82% |
Marathon Oil Corp | 87.86% |
Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -12.85 |
Beta (5Y) | 2.220 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.62% |
Historical Sharpe Ratio (5Y) | 0.1661 |
Historical Sortino (5Y) | 0.2385 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.27% |