Baker Hughes Co (BKR)
33.74
+0.40
(+1.20%)
USD |
NASDAQ |
Nov 30, 16:00
33.74
0.00 (0.00%)
After-Hours: 19:36
Baker Hughes Max Drawdown (5Y): 84.99% for Oct. 31, 2023
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2023 | 84.99% |
| September 30, 2023 | 84.99% |
| August 31, 2023 | 84.99% |
| July 31, 2023 | 84.99% |
| June 30, 2023 | 84.99% |
| May 31, 2023 | 84.99% |
| April 30, 2023 | 84.99% |
| March 31, 2023 | 84.99% |
| February 28, 2023 | 84.99% |
| January 31, 2023 | 84.99% |
| December 31, 2022 | 84.99% |
| November 30, 2022 | 84.99% |
| October 31, 2022 | 84.99% |
| September 30, 2022 | 84.99% |
| August 31, 2022 | 84.99% |
| July 31, 2022 | 84.99% |
| June 30, 2022 | 84.99% |
| May 31, 2022 | 84.99% |
| April 30, 2022 | 84.99% |
| March 31, 2022 | 84.99% |
| February 28, 2022 | 84.99% |
| January 31, 2022 | 84.99% |
| December 31, 2021 | 84.99% |
| November 30, 2021 | 84.99% |
| October 31, 2021 | 84.99% |
| Date | Value |
|---|---|
| September 30, 2021 | 84.99% |
| August 31, 2021 | 84.99% |
| July 31, 2021 | 84.99% |
| June 30, 2021 | 84.99% |
| May 31, 2021 | 84.99% |
| April 30, 2021 | 84.99% |
| March 31, 2021 | 84.99% |
| February 28, 2021 | 84.99% |
| January 31, 2021 | 84.99% |
| December 31, 2020 | 84.99% |
| November 30, 2020 | 84.99% |
| October 31, 2020 | 84.99% |
| September 30, 2020 | 84.99% |
| August 31, 2020 | 84.99% |
| July 31, 2020 | 84.99% |
| June 30, 2020 | 84.99% |
| May 31, 2020 | 84.99% |
| April 30, 2020 | 84.99% |
| March 31, 2020 | 84.99% |
| February 29, 2020 | 74.95% |
| January 31, 2020 | 71.87% |
| December 31, 2019 | 71.87% |
| November 30, 2019 | 71.87% |
| October 31, 2019 | 71.87% |
| September 30, 2019 | 71.87% |
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
Dec 2018
84.99%
Maximum
Mar 2020
81.71%
Average
84.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Halliburton Co | 91.49% |
| Matador Resources Co | 96.50% |
| USA Compression Partners LP | 78.95% |
| EOG Resources Inc | 77.13% |
| Core Laboratories Inc | 93.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.687 |
| Beta (5Y) | 1.455 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.53% |
| Historical Sharpe Ratio (5Y) | 0.4072 |
| Historical Sortino (5Y) | 0.6625 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.24% |