Diamondback Energy Inc (FANG)
157.54
-2.69
(-1.68%)
USD |
NASDAQ |
Mar 28, 16:00
157.46
-0.08
(-0.05%)
After-Hours: 20:00
Diamondback Energy Max Drawdown (5Y): 88.72% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Occidental Petroleum Corp | 88.01% |
| Exxon Mobil Corp | 61.33% |
| EOG Resources Inc | 77.13% |
| Matador Resources Co | 96.50% |
| Viper Energy Inc | 86.96% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.867 |
| Beta (5Y) | 1.849 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.41% |
| Historical Sharpe Ratio (5Y) | 0.4773 |
| Historical Sortino (5Y) | 1.00 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.75% |