EOG Resources Inc (EOG)
133.16
+1.40
(+1.06%)
USD |
NYSE |
Apr 19, 12:17
EOG Resources Max Drawdown (5Y): 77.13% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 77.13% |
| February 29, 2024 | 77.13% |
| January 31, 2024 | 77.13% |
| December 31, 2023 | 77.13% |
| November 30, 2023 | 77.13% |
| October 31, 2023 | 77.13% |
| September 30, 2023 | 77.13% |
| August 31, 2023 | 77.13% |
| July 31, 2023 | 77.13% |
| June 30, 2023 | 77.13% |
| May 31, 2023 | 77.13% |
| April 30, 2023 | 77.13% |
| March 31, 2023 | 77.13% |
| February 28, 2023 | 77.13% |
| January 31, 2023 | 77.13% |
| December 31, 2022 | 77.13% |
| November 30, 2022 | 77.13% |
| October 31, 2022 | 77.13% |
| September 30, 2022 | 77.13% |
| August 31, 2022 | 77.13% |
| July 31, 2022 | 77.13% |
| June 30, 2022 | 77.13% |
| May 31, 2022 | 77.13% |
| April 30, 2022 | 77.13% |
| March 31, 2022 | 77.13% |
| Date | Value |
|---|---|
| February 28, 2022 | 77.13% |
| January 31, 2022 | 77.13% |
| December 31, 2021 | 77.13% |
| November 30, 2021 | 77.13% |
| October 31, 2021 | 77.13% |
| September 30, 2021 | 77.13% |
| August 31, 2021 | 77.13% |
| July 31, 2021 | 77.13% |
| June 30, 2021 | 77.13% |
| May 31, 2021 | 77.13% |
| April 30, 2021 | 77.13% |
| March 31, 2021 | 77.13% |
| February 28, 2021 | 77.13% |
| January 31, 2021 | 77.13% |
| December 31, 2020 | 77.13% |
| November 30, 2020 | 77.13% |
| October 31, 2020 | 77.13% |
| September 30, 2020 | 77.13% |
| August 31, 2020 | 77.13% |
| July 31, 2020 | 77.13% |
| June 30, 2020 | 77.13% |
| May 31, 2020 | 77.13% |
| April 30, 2020 | 77.13% |
| March 31, 2020 | 77.13% |
| February 29, 2020 | 53.89% |
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
48.26%
Minimum
Apr 2019
77.13%
Maximum
Mar 2020
72.09%
Average
77.13%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Exxon Mobil Corp | 61.33% |
| Diamondback Energy Inc | 88.72% |
| Chevron Corp | 55.77% |
| Occidental Petroleum Corp | 88.01% |
| Devon Energy Corp | 91.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.367 |
| Beta (5Y) | 1.408 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 47.93% |
| Historical Sharpe Ratio (5Y) | 0.1881 |
| Historical Sortino (5Y) | 0.2731 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.57% |