Halliburton Co (HAL)
38.38
-0.34
(-0.88%)
USD |
NYSE |
Apr 26, 11:03
Halliburton Max Drawdown (5Y): 91.49% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 91.49% |
February 29, 2024 | 91.49% |
January 31, 2024 | 91.49% |
December 31, 2023 | 91.49% |
November 30, 2023 | 91.49% |
October 31, 2023 | 91.49% |
September 30, 2023 | 91.49% |
August 31, 2023 | 91.49% |
July 31, 2023 | 91.49% |
June 30, 2023 | 91.49% |
May 31, 2023 | 91.49% |
April 30, 2023 | 91.49% |
March 31, 2023 | 91.49% |
February 28, 2023 | 91.49% |
January 31, 2023 | 91.49% |
December 31, 2022 | 91.49% |
November 30, 2022 | 91.49% |
October 31, 2022 | 91.49% |
September 30, 2022 | 91.49% |
August 31, 2022 | 91.49% |
July 31, 2022 | 91.49% |
June 30, 2022 | 91.49% |
May 31, 2022 | 91.49% |
April 30, 2022 | 91.49% |
March 31, 2022 | 91.49% |
Date | Value |
---|---|
February 28, 2022 | 91.49% |
January 31, 2022 | 91.49% |
December 31, 2021 | 91.49% |
November 30, 2021 | 91.49% |
October 31, 2021 | 91.49% |
September 30, 2021 | 91.49% |
August 31, 2021 | 91.49% |
July 31, 2021 | 91.49% |
June 30, 2021 | 91.49% |
May 31, 2021 | 91.49% |
April 30, 2021 | 91.49% |
March 31, 2021 | 91.49% |
February 28, 2021 | 91.49% |
January 31, 2021 | 91.49% |
December 31, 2020 | 91.49% |
November 30, 2020 | 91.49% |
October 31, 2020 | 91.49% |
September 30, 2020 | 91.49% |
August 31, 2020 | 91.49% |
July 31, 2020 | 91.49% |
June 30, 2020 | 91.49% |
May 31, 2020 | 91.49% |
April 30, 2020 | 91.49% |
March 31, 2020 | 91.49% |
February 29, 2020 | 69.05% |
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
63.60%
Minimum
Apr 2019
91.49%
Maximum
Mar 2020
87.19%
Average
91.49%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Schlumberger Ltd | 84.40% |
Baker Hughes Co | 84.99% |
Kinder Morgan Inc | 71.82% |
Targa Resources Corp | 92.89% |
Kosmos Energy Ltd | 94.29% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -20.12 |
Beta (5Y) | 2.007 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 61.97% |
Historical Sharpe Ratio (5Y) | 0.098 |
Historical Sortino (5Y) | 0.1367 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.84% |