Baker Hughes Co (BKR)
44.96
+0.66
(+1.48%)
USD |
NASDAQ |
Nov 21, 15:35
Baker Hughes Max Drawdown (5Y): 85.48% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 85.48% |
September 30, 2024 | 85.48% |
August 31, 2024 | 85.48% |
July 31, 2024 | 85.48% |
June 30, 2024 | 85.48% |
May 31, 2024 | 85.48% |
April 30, 2024 | 85.48% |
March 31, 2024 | 85.48% |
February 29, 2024 | 85.48% |
January 31, 2024 | 85.48% |
December 31, 2023 | 85.48% |
November 30, 2023 | 85.48% |
October 31, 2023 | 85.48% |
September 30, 2023 | 85.48% |
August 31, 2023 | 85.48% |
July 31, 2023 | 85.48% |
June 30, 2023 | 85.48% |
May 31, 2023 | 85.48% |
April 30, 2023 | 85.48% |
March 31, 2023 | 85.48% |
February 28, 2023 | 85.48% |
January 31, 2023 | 85.48% |
December 31, 2022 | 85.48% |
November 30, 2022 | 85.48% |
October 31, 2022 | 85.48% |
Date | Value |
---|---|
September 30, 2022 | 85.48% |
August 31, 2022 | 85.48% |
July 31, 2022 | 85.48% |
June 30, 2022 | 85.48% |
May 31, 2022 | 85.48% |
April 30, 2022 | 85.48% |
March 31, 2022 | 85.48% |
February 28, 2022 | 85.48% |
January 31, 2022 | 85.48% |
December 31, 2021 | 85.48% |
November 30, 2021 | 85.48% |
October 31, 2021 | 85.48% |
September 30, 2021 | 85.48% |
August 31, 2021 | 85.48% |
July 31, 2021 | 85.48% |
June 30, 2021 | 85.48% |
May 31, 2021 | 85.48% |
April 30, 2021 | 85.48% |
March 31, 2021 | 85.48% |
February 28, 2021 | 85.48% |
January 31, 2021 | 85.48% |
December 31, 2020 | 85.48% |
November 30, 2020 | 85.48% |
October 31, 2020 | 85.48% |
September 30, 2020 | 85.48% |
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
71.87%
Minimum
Nov 2019
85.48%
Maximum
Mar 2020
84.62%
Average
85.48%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Archrock Inc | 84.86% |
Halliburton Co | 91.49% |
Diamondback Energy Inc | 88.72% |
MPLX LP | 85.27% |
Core Laboratories Inc | 93.49% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.499 |
Beta (5Y) | 1.377 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.75% |
Historical Sharpe Ratio (5Y) | 0.2781 |
Historical Sortino (5Y) | 0.4405 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.24% |