Devon Energy Corp (DVN)
39.15
+0.83
(+2.17%)
USD |
NYSE |
Nov 04, 16:00
39.42
+0.27
(+0.69%)
Pre-Market: 05:51
Devon Energy Max Drawdown (5Y): 91.39% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 91.39% |
| September 30, 2024 | 91.39% |
| August 31, 2024 | 91.39% |
| July 31, 2024 | 91.39% |
| June 30, 2024 | 91.39% |
| May 31, 2024 | 91.39% |
| April 30, 2024 | 91.39% |
| March 31, 2024 | 91.39% |
| February 29, 2024 | 91.39% |
| January 31, 2024 | 91.39% |
| December 31, 2023 | 91.39% |
| November 30, 2023 | 91.39% |
| October 31, 2023 | 91.39% |
| September 30, 2023 | 91.39% |
| August 31, 2023 | 91.39% |
| July 31, 2023 | 91.39% |
| June 30, 2023 | 91.39% |
| May 31, 2023 | 91.39% |
| April 30, 2023 | 91.39% |
| March 31, 2023 | 91.39% |
| February 28, 2023 | 91.39% |
| January 31, 2023 | 91.39% |
| December 31, 2022 | 91.39% |
| November 30, 2022 | 91.39% |
| October 31, 2022 | 91.39% |
| Date | Value |
|---|---|
| September 30, 2022 | 91.39% |
| August 31, 2022 | 91.39% |
| July 31, 2022 | 91.39% |
| June 30, 2022 | 91.39% |
| May 31, 2022 | 91.39% |
| April 30, 2022 | 91.39% |
| March 31, 2022 | 91.39% |
| February 28, 2022 | 91.39% |
| January 31, 2022 | 91.39% |
| December 31, 2021 | 91.39% |
| November 30, 2021 | 91.39% |
| October 31, 2021 | 91.39% |
| September 30, 2021 | 91.39% |
| August 31, 2021 | 91.39% |
| July 31, 2021 | 91.39% |
| June 30, 2021 | 91.39% |
| May 31, 2021 | 91.39% |
| April 30, 2021 | 91.39% |
| March 31, 2021 | 91.39% |
| February 28, 2021 | 91.39% |
| January 31, 2021 | 91.39% |
| December 31, 2020 | 91.39% |
| November 30, 2020 | 91.39% |
| October 31, 2020 | 91.39% |
| September 30, 2020 | 91.39% |
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
77.99%
Minimum
Nov 2019
91.39%
Maximum
Mar 2020
90.49%
Average
91.39%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chevron Corp | 55.77% |
| Diamondback Energy Inc | 88.72% |
| Occidental Petroleum Corp | 88.01% |
| Exxon Mobil Corp | 61.33% |
| APA Corp | 93.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.187 |
| Beta (5Y) | 2.048 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.29% |
| Historical Sharpe Ratio (5Y) | 0.293 |
| Historical Sortino (5Y) | 0.4265 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.63% |