Northern Oil & Gas Inc (NOG)
40.11
+0.14
(+0.35%)
USD |
NYSE |
May 03, 12:52
Northern Oil & Gas Max Drawdown (5Y): 94.08% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 94.08% |
March 31, 2024 | 94.08% |
February 29, 2024 | 94.08% |
January 31, 2024 | 94.08% |
December 31, 2023 | 94.08% |
November 30, 2023 | 94.08% |
October 31, 2023 | 94.08% |
September 30, 2023 | 94.08% |
August 31, 2023 | 94.08% |
July 31, 2023 | 94.08% |
June 30, 2023 | 94.08% |
May 31, 2023 | 94.08% |
April 30, 2023 | 94.08% |
March 31, 2023 | 94.08% |
February 28, 2023 | 94.08% |
January 31, 2023 | 94.08% |
December 31, 2022 | 94.08% |
November 30, 2022 | 94.08% |
October 31, 2022 | 94.08% |
September 30, 2022 | 94.08% |
August 31, 2022 | 94.51% |
July 31, 2022 | 96.31% |
June 30, 2022 | 96.31% |
May 31, 2022 | 96.31% |
April 30, 2022 | 96.31% |
Date | Value |
---|---|
March 31, 2022 | 96.31% |
February 28, 2022 | 96.31% |
January 31, 2022 | 96.31% |
December 31, 2021 | 96.31% |
November 30, 2021 | 96.31% |
October 31, 2021 | 96.31% |
September 30, 2021 | 96.31% |
August 31, 2021 | 96.31% |
July 31, 2021 | 96.31% |
June 30, 2021 | 96.31% |
May 31, 2021 | 96.31% |
April 30, 2021 | 96.31% |
March 31, 2021 | 96.31% |
February 28, 2021 | 96.31% |
January 31, 2021 | 96.31% |
December 31, 2020 | 96.31% |
November 30, 2020 | 96.31% |
October 31, 2020 | 96.31% |
September 30, 2020 | 96.31% |
August 31, 2020 | 96.31% |
July 31, 2020 | 96.31% |
June 30, 2020 | 96.31% |
May 31, 2020 | 96.31% |
April 30, 2020 | 96.31% |
March 31, 2020 | 96.31% |
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
94.08%
Minimum
Sep 2022
96.31%
Maximum
May 2019
95.54%
Average
96.31%
Median
May 2019
Max Drawdown (5Y) Benchmarks
Devon Energy Corp | 91.39% |
Amplify Energy Corp | 97.26% |
Evolution Petroleum Corp | 80.49% |
Houston American Energy Corp | 91.28% |
Tellurian Inc | 96.62% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.61 |
Beta (5Y) | 1.844 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.48% |
Historical Sharpe Ratio (5Y) | 0.1217 |
Historical Sortino (5Y) | 0.2254 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.23% |