Diamondback Energy Inc (FANG)
185.29
+2.59
(+1.42%)
USD |
NASDAQ |
Nov 22, 16:00
185.28
-0.01
(-0.01%)
After-Hours: 20:00
Diamondback Energy Max Drawdown (5Y): 88.72% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.72% |
| September 30, 2024 | 88.72% |
| August 31, 2024 | 88.72% |
| July 31, 2024 | 88.72% |
| June 30, 2024 | 88.72% |
| May 31, 2024 | 88.72% |
| April 30, 2024 | 88.72% |
| March 31, 2024 | 88.72% |
| February 29, 2024 | 88.72% |
| January 31, 2024 | 88.72% |
| December 31, 2023 | 88.72% |
| November 30, 2023 | 88.72% |
| October 31, 2023 | 88.72% |
| September 30, 2023 | 88.72% |
| August 31, 2023 | 88.72% |
| July 31, 2023 | 88.72% |
| June 30, 2023 | 88.72% |
| May 31, 2023 | 88.72% |
| April 30, 2023 | 88.72% |
| March 31, 2023 | 88.72% |
| February 28, 2023 | 88.72% |
| January 31, 2023 | 88.72% |
| December 31, 2022 | 88.72% |
| November 30, 2022 | 88.72% |
| October 31, 2022 | 88.72% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.72% |
| August 31, 2022 | 88.72% |
| July 31, 2022 | 88.72% |
| June 30, 2022 | 88.72% |
| May 31, 2022 | 88.72% |
| April 30, 2022 | 88.72% |
| March 31, 2022 | 88.72% |
| February 28, 2022 | 88.72% |
| January 31, 2022 | 88.72% |
| December 31, 2021 | 88.72% |
| November 30, 2021 | 88.72% |
| October 31, 2021 | 88.72% |
| September 30, 2021 | 88.72% |
| August 31, 2021 | 88.72% |
| July 31, 2021 | 88.72% |
| June 30, 2021 | 88.72% |
| May 31, 2021 | 88.72% |
| April 30, 2021 | 88.72% |
| March 31, 2021 | 88.72% |
| February 28, 2021 | 88.72% |
| January 31, 2021 | 88.72% |
| December 31, 2020 | 88.72% |
| November 30, 2020 | 88.72% |
| October 31, 2020 | 88.72% |
| September 30, 2020 | 88.72% |
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
46.53%
Minimum
Nov 2019
88.72%
Maximum
Mar 2020
86.08%
Average
88.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Devon Energy Corp | 91.58% |
| Exxon Mobil Corp | 61.33% |
| EOG Resources Inc | 77.13% |
| Chevron Corp | 55.77% |
| Matador Resources Co | 96.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.643 |
| Beta (5Y) | 1.891 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.53% |
| Historical Sharpe Ratio (5Y) | 0.3001 |
| Historical Sortino (5Y) | 0.4121 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.64% |