Hess Corp (HES)
149.69
-10.33
(-6.46%)
USD |
NYSE |
Apr 03, 10:56
Hess Max Drawdown (5Y): 55.11% for March 31, 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
| Chevron Corp | 43.87% |
| Exxon Mobil Corp | 59.63% |
| Hess Midstream LP | 56.12% |
| Schlumberger Ltd | 82.50% |
| Battalion Oil Corp | 94.80% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 22.16 |
| Beta (5Y) | 0.8771 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.00% |
| Historical Sharpe Ratio (5Y) | 0.9521 |
| Historical Sortino (5Y) | 1.969 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.55% |