ConocoPhillips (COP)

95.12 -0.06 (-0.06%) USD  |  NYSE  |  Dec 20, 16:00
95.33 +0.21 (+0.22%) Pre-Market: 20:00
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ConocoPhillips Max Drawdown (5Y): 70.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Chevron Corp 55.77%
Exxon Mobil Corp 61.33%
Diamondback Energy Inc 88.72%
EOG Resources Inc 77.13%
Matador Resources Co 96.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -1.355
Beta (5Y) 1.179
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.07%
Historical Sharpe Ratio (5Y) 0.3194
Historical Sortino (5Y) 0.4561
Monthly Value at Risk (VaR) 5% (5Y Lookback) 14.70%