Hess Midstream LP (HESM)
35.33
-0.28
(-0.79%)
USD |
NYSE |
Apr 23, 16:00
35.32
-0.01
(-0.03%)
Pre-Market: 20:00
Hess Midstream Max Drawdown (5Y): 75.15% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 75.15% |
February 29, 2024 | 75.15% |
January 31, 2024 | 75.15% |
December 31, 2023 | 75.15% |
November 30, 2023 | 75.15% |
October 31, 2023 | 75.15% |
September 30, 2023 | 75.15% |
August 31, 2023 | 75.15% |
July 31, 2023 | 75.15% |
June 30, 2023 | 75.15% |
May 31, 2023 | 75.15% |
April 30, 2023 | 75.15% |
March 31, 2023 | 75.15% |
February 28, 2023 | 75.15% |
January 31, 2023 | 75.15% |
December 31, 2022 | 75.15% |
November 30, 2022 | 75.15% |
October 31, 2022 | 75.15% |
September 30, 2022 | 75.15% |
August 31, 2022 | 75.15% |
July 31, 2022 | 75.15% |
June 30, 2022 | 75.15% |
May 31, 2022 | 75.15% |
April 30, 2022 | 75.15% |
March 31, 2022 | 75.15% |
Date | Value |
---|---|
February 28, 2022 | 75.15% |
January 31, 2022 | 75.15% |
December 31, 2021 | 75.15% |
November 30, 2021 | 75.15% |
October 31, 2021 | 75.15% |
September 30, 2021 | 75.15% |
August 31, 2021 | 75.15% |
July 31, 2021 | 75.15% |
June 30, 2021 | 75.15% |
May 31, 2021 | 75.15% |
April 30, 2021 | 75.15% |
March 31, 2021 | 75.15% |
February 28, 2021 | 75.15% |
January 31, 2021 | 75.15% |
December 31, 2020 | 75.15% |
November 30, 2020 | 75.15% |
October 31, 2020 | 75.15% |
September 30, 2020 | 75.15% |
August 31, 2020 | 75.15% |
July 31, 2020 | 75.15% |
June 30, 2020 | 75.15% |
May 31, 2020 | 75.15% |
April 30, 2020 | 75.15% |
March 31, 2020 | 75.15% |
February 29, 2020 | 31.59% |
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
31.59%
Minimum
Apr 2019
75.15%
Maximum
Mar 2020
67.16%
Average
75.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Schlumberger Ltd | 84.40% |
Kinder Morgan Inc | 71.82% |
Targa Resources Corp | 92.89% |
MPLX LP | 84.60% |
Western Midstream Partners LP | 93.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.001 |
Beta (5Y) | 1.509 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.66% |
Historical Sharpe Ratio (5Y) | 0.3842 |
Historical Sortino (5Y) | 0.4808 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.48% |