Hess Midstream LP (HESM)

36.20 +0.34 (+0.95%) USD  |  NYSE  |  Dec 20, 16:00
36.20 0.00 (0.00%) After-Hours: 20:00
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Hess Midstream Max Drawdown (5Y): 75.15% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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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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MPLX LP 85.27%
Delek Logistics Partners LP 82.68%
Western Midstream Partners LP 93.65%
Viper Energy Inc 86.96%
Black Stone Minerals LP 75.55%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -0.1798
Beta (5Y) 1.534
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 48.04%
Historical Sharpe Ratio (5Y) 0.4227
Historical Sortino (5Y) 0.5261
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.48%