APA Corp (APA)
20.92
-0.28
(-1.32%)
USD |
NASDAQ |
Mar 28, 16:00
20.90
-0.02
(-0.10%)
After-Hours: 20:00
APA Max Drawdown (5Y): 93.64% for Feb. 28, 2025
View 4,000+ Financial Data Types:
Add
Browse
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Devon Energy Corp | 91.58% |
| Occidental Petroleum Corp | 88.01% |
| Exxon Mobil Corp | 61.33% |
| Texas Pacific Land Corp | 64.90% |
| Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -50.96 |
| Beta (5Y) | 3.265 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 58.41% |
| Historical Sharpe Ratio (5Y) | -0.0728 |
| Historical Sortino (5Y) | -0.1672 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.42% |