Southwestern Energy Co (SWN)
7.22
-0.27
(-3.60%)
USD |
NYSE |
May 01, 16:00
7.29
+0.07
(+0.97%)
Pre-Market: 06:12
Southwestern Energy Max Drawdown (5Y): 95.69% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 95.69% |
March 31, 2024 | 95.69% |
February 29, 2024 | 95.69% |
January 31, 2024 | 95.69% |
December 31, 2023 | 95.69% |
November 30, 2023 | 95.69% |
October 31, 2023 | 95.69% |
September 30, 2023 | 95.69% |
August 31, 2023 | 95.69% |
July 31, 2023 | 95.69% |
June 30, 2023 | 95.69% |
May 31, 2023 | 95.69% |
April 30, 2023 | 95.69% |
March 31, 2023 | 95.69% |
February 28, 2023 | 95.69% |
January 31, 2023 | 95.69% |
December 31, 2022 | 95.69% |
November 30, 2022 | 95.69% |
October 31, 2022 | 95.69% |
September 30, 2022 | 95.69% |
August 31, 2022 | 95.69% |
July 31, 2022 | 95.69% |
June 30, 2022 | 95.69% |
May 31, 2022 | 95.69% |
April 30, 2022 | 95.69% |
Date | Value |
---|---|
March 31, 2022 | 95.69% |
February 28, 2022 | 95.69% |
January 31, 2022 | 95.69% |
December 31, 2021 | 95.69% |
November 30, 2021 | 95.69% |
October 31, 2021 | 95.69% |
September 30, 2021 | 95.69% |
August 31, 2021 | 95.69% |
July 31, 2021 | 95.69% |
June 30, 2021 | 95.69% |
May 31, 2021 | 95.69% |
April 30, 2021 | 95.69% |
March 31, 2021 | 95.69% |
February 28, 2021 | 95.69% |
January 31, 2021 | 95.69% |
December 31, 2020 | 95.69% |
November 30, 2020 | 95.69% |
October 31, 2020 | 95.69% |
September 30, 2020 | 95.69% |
August 31, 2020 | 95.69% |
July 31, 2020 | 95.69% |
June 30, 2020 | 95.69% |
May 31, 2020 | 95.69% |
April 30, 2020 | 95.69% |
March 31, 2020 | 95.69% |
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
93.36%
Minimum
May 2019
95.69%
Maximum
Mar 2020
95.60%
Average
95.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chesapeake Energy Corp | -- |
SM Energy Co | 98.05% |
Coterra Energy Inc | 60.06% |
Comstock Resources Inc | 95.01% |
Devon Energy Corp | 91.39% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.192 |
Beta (5Y) | 1.148 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.51% |
Historical Sharpe Ratio (5Y) | 0.195 |
Historical Sortino (5Y) | 0.3819 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.57% |