Hess Midstream LP (HESM)
36.82
+0.75
(+2.08%)
USD |
NYSE |
Nov 21, 16:00
37.50
+0.68
(+1.85%)
Pre-Market: 20:00
Hess Midstream Max Drawdown (5Y): 75.15% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 75.15% |
| September 30, 2024 | 75.15% |
| August 31, 2024 | 75.15% |
| July 31, 2024 | 75.15% |
| June 30, 2024 | 75.15% |
| May 31, 2024 | 75.15% |
| April 30, 2024 | 75.15% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
75.15%
Maximum
Mar 2020
72.25%
Average
75.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Schlumberger Ltd | 84.81% |
| Kodiak Gas Services Inc | -- |
| Barnwell Industries Inc | 89.74% |
| CKX Lands Inc | 54.31% |
| Empire Petroleum Corp | 83.02% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -2.384 |
| Beta (5Y) | 1.516 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.31% |
| Historical Sharpe Ratio (5Y) | 0.3558 |
| Historical Sortino (5Y) | 0.442 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.48% |