Hess Corp (HES)

128.19 +0.53 (+0.42%) USD  |  NYSE  |  Dec 20, 16:00
128.22 +0.03 (+0.02%) Pre-Market: 20:00
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Hess Max Drawdown (5Y): 60.12% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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240.00
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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%
Exxon Mobil Corp 61.33%
Patterson-UTI Energy Inc 94.04%
Berry Corp (bry) 88.45%
Battalion Oil Corp --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.605
Beta (5Y) 1.170
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 45.53%
Historical Sharpe Ratio (5Y) 0.4003
Historical Sortino (5Y) 0.6017
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.77%