Hess Corp (HES)
147.99
+0.52
(+0.35%)
USD |
NYSE |
Nov 21, 16:00
147.99
0.00 (0.00%)
After-Hours: 20:00
Hess Max Drawdown (5Y): 60.12% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 60.12% |
| September 30, 2024 | 60.12% |
| August 31, 2024 | 60.12% |
| July 31, 2024 | 60.12% |
| June 30, 2024 | 60.12% |
| May 31, 2024 | 60.12% |
| April 30, 2024 | 60.12% |
| March 31, 2024 | 60.12% |
| February 29, 2024 | 60.12% |
| January 31, 2024 | 60.12% |
| December 31, 2023 | 60.12% |
| November 30, 2023 | 60.89% |
| October 31, 2023 | 60.89% |
| September 30, 2023 | 60.89% |
| August 31, 2023 | 60.89% |
| July 31, 2023 | 60.89% |
| June 30, 2023 | 60.89% |
| May 31, 2023 | 60.89% |
| April 30, 2023 | 60.89% |
| March 31, 2023 | 60.89% |
| February 28, 2023 | 60.89% |
| January 31, 2023 | 60.89% |
| December 31, 2022 | 60.89% |
| November 30, 2022 | 60.89% |
| October 31, 2022 | 60.89% |
| Date | Value |
|---|---|
| September 30, 2022 | 60.89% |
| August 31, 2022 | 60.89% |
| July 31, 2022 | 60.89% |
| June 30, 2022 | 60.89% |
| May 31, 2022 | 60.89% |
| April 30, 2022 | 60.89% |
| March 31, 2022 | 60.89% |
| February 28, 2022 | 60.89% |
| January 31, 2022 | 60.89% |
| December 31, 2021 | 60.89% |
| November 30, 2021 | 60.89% |
| October 31, 2021 | 60.89% |
| September 30, 2021 | 60.89% |
| August 31, 2021 | 60.89% |
| July 31, 2021 | 60.89% |
| June 30, 2021 | 60.89% |
| May 31, 2021 | 60.89% |
| April 30, 2021 | 60.89% |
| March 31, 2021 | 60.89% |
| February 28, 2021 | 60.89% |
| January 31, 2021 | 61.51% |
| December 31, 2020 | 65.20% |
| November 30, 2020 | 65.20% |
| October 31, 2020 | 65.20% |
| September 30, 2020 | 65.20% |
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
60.12%
Minimum
Dec 2023
65.20%
Maximum
Nov 2019
61.76%
Average
60.89%
Median
Feb 2021
Max Drawdown (5Y) Benchmarks
| 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) | -0.0699 |
| Beta (5Y) | 1.149 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.72% |
| Historical Sharpe Ratio (5Y) | 0.3229 |
| Historical Sortino (5Y) | 0.4894 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |