Devon Energy Corp (DVN)

30.77 +0.25 (+0.82%) USD  |  NYSE  |  Dec 20, 16:00
30.87 +0.10 (+0.32%) After-Hours: 20:00
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Devon Energy Max Drawdown (5Y): 91.58% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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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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Diamondback Energy Inc 88.72%
Chevron Corp 55.77%
EOG Resources Inc 77.13%
Exxon Mobil Corp 61.33%
APA Corp 93.64%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -10.89
Beta (5Y) 2.008
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.21%
Historical Sharpe Ratio (5Y) 0.256
Historical Sortino (5Y) 0.375
Monthly Value at Risk (VaR) 5% (5Y Lookback) 20.63%