Devon Energy Corp (DVN)
38.88
+0.58
(+1.51%)
USD |
NYSE |
Nov 21, 15:42
Devon Energy Max Drawdown (5Y): 91.58% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 91.58% |
September 30, 2024 | 91.58% |
August 31, 2024 | 91.58% |
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% |
Date | Value |
---|---|
September 30, 2022 | 91.58% |
August 31, 2022 | 91.58% |
July 31, 2022 | 91.58% |
June 30, 2022 | 91.58% |
May 31, 2022 | 91.58% |
April 30, 2022 | 91.58% |
March 31, 2022 | 91.58% |
February 28, 2022 | 91.58% |
January 31, 2022 | 91.58% |
December 31, 2021 | 91.58% |
November 30, 2021 | 91.58% |
October 31, 2021 | 91.58% |
September 30, 2021 | 91.58% |
August 31, 2021 | 91.58% |
July 31, 2021 | 91.58% |
June 30, 2021 | 91.58% |
May 31, 2021 | 91.58% |
April 30, 2021 | 91.58% |
March 31, 2021 | 91.58% |
February 28, 2021 | 91.58% |
January 31, 2021 | 91.58% |
December 31, 2020 | 91.58% |
November 30, 2020 | 91.58% |
October 31, 2020 | 91.58% |
September 30, 2020 | 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
78.48%
Minimum
Nov 2019
91.58%
Maximum
Mar 2020
90.70%
Average
91.58%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chevron Corp | 55.77% |
Diamondback Energy Inc | 88.72% |
Enterprise Products Partners LP | 58.03% |
Occidental Petroleum Corp | 88.01% |
EOG Resources Inc | 77.13% |
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% |