ConocoPhillips (COP)
108.86
+1.02
(+0.95%)
USD |
NYSE |
Nov 04, 16:00
109.51
+0.65
(+0.60%)
Pre-Market: 06:29
ConocoPhillips Max Drawdown (5Y): 70.66% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.66% |
| September 30, 2024 | 70.66% |
| August 31, 2024 | 70.66% |
| July 31, 2024 | 70.66% |
| June 30, 2024 | 70.66% |
| May 31, 2024 | 70.66% |
| April 30, 2024 | 70.66% |
| March 31, 2024 | 70.66% |
| February 29, 2024 | 70.66% |
| January 31, 2024 | 70.66% |
| December 31, 2023 | 70.66% |
| November 30, 2023 | 70.66% |
| October 31, 2023 | 70.66% |
| September 30, 2023 | 70.66% |
| August 31, 2023 | 70.66% |
| July 31, 2023 | 70.66% |
| June 30, 2023 | 70.66% |
| May 31, 2023 | 70.66% |
| April 30, 2023 | 70.66% |
| March 31, 2023 | 70.66% |
| February 28, 2023 | 70.66% |
| January 31, 2023 | 70.66% |
| December 31, 2022 | 70.66% |
| November 30, 2022 | 70.66% |
| October 31, 2022 | 70.66% |
| Date | Value |
|---|---|
| September 30, 2022 | 70.66% |
| August 31, 2022 | 70.66% |
| July 31, 2022 | 70.66% |
| June 30, 2022 | 70.66% |
| May 31, 2022 | 70.66% |
| April 30, 2022 | 70.66% |
| March 31, 2022 | 70.66% |
| February 28, 2022 | 70.66% |
| January 31, 2022 | 70.66% |
| December 31, 2021 | 70.66% |
| November 30, 2021 | 70.66% |
| October 31, 2021 | 70.66% |
| September 30, 2021 | 70.66% |
| August 31, 2021 | 70.66% |
| July 31, 2021 | 70.66% |
| June 30, 2021 | 70.66% |
| May 31, 2021 | 70.66% |
| April 30, 2021 | 70.66% |
| March 31, 2021 | 70.66% |
| February 28, 2021 | 70.66% |
| January 31, 2021 | 70.66% |
| December 31, 2020 | 70.66% |
| November 30, 2020 | 70.66% |
| October 31, 2020 | 70.66% |
| September 30, 2020 | 70.66% |
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
60.72%
Minimum
Nov 2019
70.66%
Maximum
Mar 2020
70.00%
Average
70.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Marathon Petroleum Corp | 79.66% |
| Phillips 66 | 64.21% |
| Valero Energy Corp | 71.86% |
| Clean Energy Fuels Corp | 88.14% |
| Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.9001 |
| Beta (5Y) | 1.207 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.10% |
| Historical Sharpe Ratio (5Y) | 0.3653 |
| Historical Sortino (5Y) | 0.5237 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.70% |