Helmerich & Payne Inc (HP)
33.72
+0.79
(+2.40%)
USD |
NYSE |
Nov 04, 16:00
33.70
-0.02
(-0.06%)
Pre-Market: 20:00
Helmerich & Payne Max Drawdown (5Y): 81.84% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 81.84% |
| September 30, 2024 | 81.84% |
| August 31, 2024 | 81.84% |
| July 31, 2024 | 81.84% |
| June 30, 2024 | 81.84% |
| May 31, 2024 | 81.84% |
| April 30, 2024 | 81.84% |
| March 31, 2024 | 81.84% |
| February 29, 2024 | 81.84% |
| January 31, 2024 | 81.84% |
| December 31, 2023 | 81.84% |
| November 30, 2023 | 81.84% |
| October 31, 2023 | 81.84% |
| September 30, 2023 | 81.84% |
| August 31, 2023 | 81.84% |
| July 31, 2023 | 81.84% |
| June 30, 2023 | 81.84% |
| May 31, 2023 | 81.84% |
| April 30, 2023 | 81.84% |
| March 31, 2023 | 81.84% |
| February 28, 2023 | 81.84% |
| January 31, 2023 | 81.84% |
| December 31, 2022 | 81.84% |
| November 30, 2022 | 81.84% |
| October 31, 2022 | 81.84% |
| Date | Value |
|---|---|
| September 30, 2022 | 81.84% |
| August 31, 2022 | 81.84% |
| July 31, 2022 | 81.84% |
| June 30, 2022 | 81.84% |
| May 31, 2022 | 81.84% |
| April 30, 2022 | 81.84% |
| March 31, 2022 | 81.84% |
| February 28, 2022 | 81.84% |
| January 31, 2022 | 81.84% |
| December 31, 2021 | 81.84% |
| November 30, 2021 | 81.84% |
| October 31, 2021 | 81.84% |
| September 30, 2021 | 81.84% |
| August 31, 2021 | 81.84% |
| July 31, 2021 | 81.84% |
| June 30, 2021 | 81.84% |
| May 31, 2021 | 81.84% |
| April 30, 2021 | 81.84% |
| March 31, 2021 | 81.84% |
| February 28, 2021 | 81.84% |
| January 31, 2021 | 81.84% |
| December 31, 2020 | 81.84% |
| November 30, 2020 | 81.84% |
| October 31, 2020 | 81.84% |
| September 30, 2020 | 81.84% |
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
61.66%
Minimum
Nov 2019
81.84%
Maximum
Mar 2020
80.50%
Average
81.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Patterson-UTI Energy Inc | 94.04% |
| Battalion Oil Corp | -- |
| Berry Corp (bry) | 88.45% |
| Seadrill Ltd | -- |
| Sable Offshore Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -17.72 |
| Beta (5Y) | 1.410 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.05% |
| Historical Sharpe Ratio (5Y) | 0.0081 |
| Historical Sortino (5Y) | 0.0119 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.28% |