Magnolia Oil & Gas Corp (MGY)
25.72
+0.72
(+2.88%)
USD |
NYSE |
Nov 04, 16:00
25.99
+0.27
(+1.05%)
Pre-Market: 20:00
Magnolia Oil & Gas Max Drawdown (5Y): 77.76% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 77.76% |
| September 30, 2024 | 77.76% |
| August 31, 2024 | 77.76% |
| July 31, 2024 | 77.76% |
| June 30, 2024 | 77.76% |
| May 31, 2024 | 77.76% |
| April 30, 2024 | 77.76% |
| March 31, 2024 | 77.76% |
| February 29, 2024 | 77.76% |
| January 31, 2024 | 77.76% |
| December 31, 2023 | 77.76% |
| November 30, 2023 | 77.76% |
| October 31, 2023 | 77.76% |
| September 30, 2023 | 77.76% |
| August 31, 2023 | 77.76% |
| July 31, 2023 | 77.76% |
| June 30, 2023 | 77.76% |
| May 31, 2023 | 77.76% |
| April 30, 2023 | 77.76% |
| March 31, 2023 | 77.76% |
| February 28, 2023 | 77.76% |
| January 31, 2023 | 77.76% |
| December 31, 2022 | 77.76% |
| November 30, 2022 | 77.76% |
| October 31, 2022 | 77.76% |
| Date | Value |
|---|---|
| September 30, 2022 | 77.76% |
| August 31, 2022 | 77.76% |
| July 31, 2022 | 77.76% |
| June 30, 2022 | 77.76% |
| May 31, 2022 | 77.76% |
| April 30, 2022 | 77.76% |
| March 31, 2022 | 77.76% |
| February 28, 2022 | 77.76% |
| January 31, 2022 | 77.76% |
| December 31, 2021 | 77.76% |
| November 30, 2021 | 77.76% |
| October 31, 2021 | 77.76% |
| September 30, 2021 | 77.76% |
| August 31, 2021 | 77.76% |
| July 31, 2021 | 77.76% |
| June 30, 2021 | 77.76% |
| May 31, 2021 | 77.76% |
| April 30, 2021 | 77.76% |
| March 31, 2021 | 77.76% |
| February 28, 2021 | 77.76% |
| January 31, 2021 | 77.76% |
| December 31, 2020 | 77.76% |
| November 30, 2020 | 77.76% |
| October 31, 2020 | 77.76% |
| September 30, 2020 | 77.76% |
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
35.53%
Minimum
Nov 2019
77.76%
Maximum
Mar 2020
75.25%
Average
77.76%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Helmerich & Payne Inc | 81.84% |
| Patterson-UTI Energy Inc | 94.04% |
| Berry Corp (bry) | 88.45% |
| Battalion Oil Corp | -- |
| Seadrill Ltd | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -5.825 |
| Beta (5Y) | 1.995 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 55.72% |
| Historical Sharpe Ratio (5Y) | 0.3576 |
| Historical Sortino (5Y) | 0.5288 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.74% |