Chevron Corp (CVX)
166.09
-0.56
(-0.34%)
USD |
NYSE |
Mar 28, 16:00
166.00
-0.09
(-0.05%)
After-Hours: 20:00
Chevron Max Drawdown (5Y): 55.77% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| Enterprise Products Partners LP | 58.03% |
| Occidental Petroleum Corp | 88.01% |
| Exxon Mobil Corp | 61.33% |
| Devon Energy Corp | 91.58% |
| Hess Corp | 60.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -1.791 |
| Beta (5Y) | 1.081 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 28.47% |
| Historical Sharpe Ratio (5Y) | 0.4804 |
| Historical Sortino (5Y) | 0.8676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.41% |