Woodside Energy Group Ltd (WDS)
18.53
-0.11
(-0.59%)
USD |
NYSE |
May 16, 16:00
18.54
0.00 (0.00%)
Pre-Market: 20:00
Woodside Energy Group Max Drawdown (5Y): 66.03% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 66.03% |
March 31, 2024 | 66.03% |
February 29, 2024 | 66.03% |
January 31, 2024 | 66.03% |
December 31, 2023 | 66.03% |
November 30, 2023 | 66.03% |
October 31, 2023 | 66.03% |
September 30, 2023 | 66.03% |
August 31, 2023 | 66.03% |
July 31, 2023 | 66.03% |
June 30, 2023 | 66.03% |
May 31, 2023 | 66.03% |
April 30, 2023 | 66.03% |
March 31, 2023 | 66.03% |
February 28, 2023 | 66.03% |
January 31, 2023 | 66.03% |
December 31, 2022 | 66.03% |
November 30, 2022 | 66.03% |
October 31, 2022 | 66.03% |
September 30, 2022 | 66.03% |
August 31, 2022 | 66.03% |
July 31, 2022 | 66.03% |
June 30, 2022 | 66.03% |
May 31, 2022 | 66.03% |
April 30, 2022 | 66.03% |
Date | Value |
---|---|
March 31, 2022 | 66.03% |
February 28, 2022 | 66.03% |
January 31, 2022 | 66.03% |
December 31, 2021 | 66.03% |
November 30, 2021 | 66.03% |
October 31, 2021 | 66.03% |
September 30, 2021 | 66.03% |
August 31, 2021 | 66.03% |
July 31, 2021 | 66.03% |
June 30, 2021 | 66.03% |
May 31, 2021 | 66.03% |
April 30, 2021 | 66.03% |
March 31, 2021 | 66.03% |
February 28, 2021 | 66.03% |
January 31, 2021 | 66.03% |
December 31, 2020 | 66.03% |
November 30, 2020 | 66.03% |
October 31, 2020 | 66.03% |
September 30, 2020 | 66.03% |
August 31, 2020 | 66.03% |
July 31, 2020 | 66.03% |
June 30, 2020 | 66.03% |
May 31, 2020 | 66.03% |
April 30, 2020 | 66.03% |
March 31, 2020 | 66.03% |
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
57.25%
Minimum
May 2019
66.03%
Maximum
Mar 2020
64.57%
Average
66.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Santos Ltd | 74.74% |
Beach Energy Ltd | 72.59% |
Buru Energy Ltd | 90.69% |
Bounty Oil & Gas NL | 97.50% |
Blue Star Helium Ltd | 99.74% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -14.76 |
Beta (5Y) | 1.092 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.75% |
Historical Sharpe Ratio (5Y) | -0.0652 |
Historical Sortino (5Y) | -0.0929 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.92% |