ConocoPhillips (COP)
126.75
-0.31
(-0.24%)
USD |
NYSE |
Oct 02, 16:00
127.10
+0.35
(+0.28%)
Pre-Market: 20:00
ConocoPhillips Max Drawdown (5Y) : 36.30% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 36.30% |
| August 31, 2026 | 36.30% |
| July 31, 2026 | 36.30% |
| June 30, 2026 | 36.30% |
| May 31, 2026 | 36.30% |
| April 30, 2026 | 36.30% |
| March 31, 2026 | 36.30% |
| February 28, 2026 | 36.30% |
| January 31, 2026 | 45.78% |
| December 31, 2025 | 47.29% |
| November 30, 2025 | 48.01% |
| October 31, 2025 | 61.12% |
| September 30, 2025 | 61.88% |
| August 31, 2025 | 61.88% |
| July 31, 2025 | 61.88% |
| June 30, 2025 | 61.88% |
| May 31, 2025 | 61.88% |
| April 30, 2025 | 61.88% |
| March 31, 2025 | 61.88% |
| February 28, 2025 | 70.78% |
| January 31, 2025 | 70.78% |
| December 31, 2024 | 70.78% |
| November 30, 2024 | 70.78% |
| October 31, 2024 | 70.78% |
| September 30, 2024 | 70.78% |
| Date | Value |
|---|---|
| August 31, 2024 | 70.78% |
| July 31, 2024 | 70.78% |
| June 30, 2024 | 70.78% |
| May 31, 2024 | 70.78% |
| April 30, 2024 | 70.78% |
| March 31, 2024 | 70.78% |
| February 29, 2024 | 70.78% |
| January 31, 2024 | 70.78% |
| December 31, 2023 | 70.78% |
| November 30, 2023 | 70.78% |
| October 31, 2023 | 70.78% |
| September 30, 2023 | 70.78% |
| August 31, 2023 | 70.78% |
| July 31, 2023 | 70.78% |
| June 30, 2023 | 70.78% |
| May 31, 2023 | 70.78% |
| April 30, 2023 | 70.78% |
| March 31, 2023 | 70.78% |
| February 28, 2023 | 70.78% |
| January 31, 2023 | 70.78% |
| December 31, 2022 | 70.78% |
| November 30, 2022 | 70.78% |
| October 31, 2022 | 70.78% |
| September 30, 2022 | 70.78% |
| August 31, 2022 | 70.78% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| APA Corp. | 70.46% |
| Devon Energy Corp. | 60.83% |
| Occidental Petroleum Corp. | 63.49% |
| Diamondback Energy, Inc. | 42.10% |
| EOG Resources, Inc. | 33.40% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 11.04 |
| Beta (5Y) | 0.2396 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 32.16% |
| Historical Sharpe Ratio (5Y) | 0.4179 |
| Historical Sortino (5Y) | 0.795 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.58% |