Diamondback Energy Inc (FANG)

157.77 +1.67 (+1.07%) USD  |  NASDAQ  |  Dec 24, 16:00
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Diamondback Energy Max Drawdown (5Y): 88.72% 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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Chevron Corp 55.77%
Devon Energy Corp 91.58%
Exxon Mobil Corp 61.33%
EOG Resources Inc 77.13%
Occidental Petroleum Corp 88.01%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.750
Beta (5Y) 1.885
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 62.41%
Historical Sharpe Ratio (5Y) 0.3433
Historical Sortino (5Y) 0.4733
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.64%