Devon Energy Corp. (DVN)
50.23
+0.21
(+0.42%)
USD |
NYSE |
Sep 11, 16:00
50.26
+0.03
(+0.06%)
After-Hours: 20:00
Devon Energy Max Drawdown (5Y) : 60.83% for Aug. 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| August 31, 2026 | 60.83% |
| July 31, 2026 | 60.83% |
| June 30, 2026 | 60.83% |
| May 31, 2026 | 60.83% |
| April 30, 2026 | 60.83% |
| March 31, 2026 | 60.83% |
| February 28, 2026 | 60.83% |
| January 31, 2026 | 62.57% |
| December 31, 2025 | 63.98% |
| November 30, 2025 | 68.97% |
| October 31, 2025 | 79.08% |
| September 30, 2025 | 82.03% |
| August 31, 2025 | 82.03% |
| July 31, 2025 | 82.03% |
| June 30, 2025 | 82.03% |
| May 31, 2025 | 82.03% |
| April 30, 2025 | 82.30% |
| March 31, 2025 | 87.87% |
| February 28, 2025 | 91.58% |
| January 31, 2025 | 91.58% |
| December 31, 2024 | 91.58% |
| November 30, 2024 | 91.58% |
| October 31, 2024 | 91.58% |
| September 30, 2024 | 91.58% |
| August 31, 2024 | 91.58% |
| Date | Value |
|---|---|
| July 31, 2024 | 91.58% |
| June 30, 2024 | 91.58% |
| May 31, 2024 | 91.58% |
| April 30, 2024 | 91.58% |
| March 31, 2024 | 91.58% |
| February 29, 2024 | 91.58% |
| January 31, 2024 | 91.58% |
| December 31, 2023 | 91.58% |
| November 30, 2023 | 91.58% |
| October 31, 2023 | 91.58% |
| September 30, 2023 | 91.58% |
| August 31, 2023 | 91.58% |
| July 31, 2023 | 91.58% |
| June 30, 2023 | 91.58% |
| May 31, 2023 | 91.58% |
| April 30, 2023 | 91.58% |
| March 31, 2023 | 91.58% |
| February 28, 2023 | 91.58% |
| January 31, 2023 | 91.58% |
| December 31, 2022 | 91.58% |
| November 30, 2022 | 91.58% |
| October 31, 2022 | 91.58% |
| September 30, 2022 | 91.58% |
| August 31, 2022 | 91.58% |
| July 31, 2022 | 91.58% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| APA Corp. | 70.46% |
| ConocoPhillips | 36.30% |
| Occidental Petroleum Corp. | 66.32% |
| Diamondback Energy, Inc. | 43.32% |
| EOG Resources, Inc. | 45.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 8.773 |
| Beta (5Y) | 0.3933 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.43% |
| Historical Sharpe Ratio (5Y) | 0.3212 |
| Historical Sortino (5Y) | 0.6027 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.17% |