Magnolia Oil & Gas Corp (MGY)

23.24 +0.26 (+1.13%) USD  |  NYSE  |  Dec 24, 12:56
More

Magnolia Oil & Gas Max Drawdown (5Y): 77.76% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MGY.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Helmerich & Payne Inc 81.84%
Patterson-UTI Energy Inc 94.04%
Berry Corp (bry) 88.45%
Battalion Oil Corp 87.95%
Seadrill Ltd --

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -6.715
Beta (5Y) 1.986
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 55.56%
Historical Sharpe Ratio (5Y) 0.3565
Historical Sortino (5Y) 0.5225
Monthly Value at Risk (VaR) 5% (5Y Lookback) 21.74%