SM Energy Co (SM)
50.13
+2.39
(+5.01%)
USD |
NYSE |
May 03, 16:00
50.11
-0.02
(-0.04%)
After-Hours: 20:00
SM Energy Max Drawdown (5Y): 98.05% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 98.05% |
March 31, 2024 | 98.05% |
February 29, 2024 | 98.05% |
January 31, 2024 | 98.05% |
December 31, 2023 | 98.05% |
November 30, 2023 | 98.05% |
October 31, 2023 | 98.05% |
September 30, 2023 | 98.05% |
August 31, 2023 | 98.05% |
July 31, 2023 | 98.05% |
June 30, 2023 | 98.05% |
May 31, 2023 | 98.05% |
April 30, 2023 | 98.05% |
March 31, 2023 | 98.05% |
February 28, 2023 | 98.05% |
January 31, 2023 | 98.05% |
December 31, 2022 | 98.05% |
November 30, 2022 | 98.05% |
October 31, 2022 | 98.05% |
September 30, 2022 | 98.05% |
August 31, 2022 | 98.05% |
July 31, 2022 | 98.05% |
June 30, 2022 | 98.05% |
May 31, 2022 | 98.05% |
April 30, 2022 | 98.05% |
Date | Value |
---|---|
March 31, 2022 | 98.05% |
February 28, 2022 | 98.05% |
January 31, 2022 | 98.05% |
December 31, 2021 | 98.05% |
November 30, 2021 | 98.05% |
October 31, 2021 | 98.05% |
September 30, 2021 | 98.05% |
August 31, 2021 | 98.05% |
July 31, 2021 | 98.05% |
June 30, 2021 | 98.05% |
May 31, 2021 | 98.05% |
April 30, 2021 | 98.05% |
March 31, 2021 | 98.05% |
February 28, 2021 | 98.05% |
January 31, 2021 | 98.05% |
December 31, 2020 | 98.05% |
November 30, 2020 | 98.05% |
October 31, 2020 | 98.05% |
September 30, 2020 | 98.05% |
August 31, 2020 | 98.05% |
July 31, 2020 | 98.05% |
June 30, 2020 | 98.05% |
May 31, 2020 | 98.05% |
April 30, 2020 | 98.05% |
March 31, 2020 | 98.05% |
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
91.71%
Minimum
May 2019
98.05%
Maximum
Mar 2020
96.99%
Average
98.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
EOG Resources Inc | 77.13% |
Exxon Mobil Corp | 61.33% |
Hess Corp | 60.12% |
Matador Resources Co | 96.50% |
Antero Resources Corp | 98.23% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.92 |
Beta (5Y) | 4.221 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 125.8% |
Historical Sharpe Ratio (5Y) | 0.1917 |
Historical Sortino (5Y) | 0.4176 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.54% |