Baker Hughes Co (BKR)
38.18
+0.33
(+0.87%)
USD |
NASDAQ |
Nov 04, 16:00
38.19
+0.01
(+0.03%)
After-Hours: 20:00
Baker Hughes Max Drawdown (5Y): 84.99% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.99% |
| September 30, 2024 | 84.99% |
| August 31, 2024 | 84.99% |
| July 31, 2024 | 84.99% |
| June 30, 2024 | 84.99% |
| May 31, 2024 | 84.99% |
| April 30, 2024 | 84.99% |
| March 31, 2024 | 84.99% |
| February 29, 2024 | 84.99% |
| January 31, 2024 | 84.99% |
| December 31, 2023 | 84.99% |
| November 30, 2023 | 84.99% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
84.99%
Maximum
Mar 2020
84.17%
Average
84.99%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Diamondback Energy Inc | 88.72% |
| Core Laboratories Inc | 93.49% |
| Archrock Inc | 84.86% |
| MPLX LP | 84.60% |
| Halliburton Co | 91.49% |
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% |