Marathon Oil Corp (MRO)
27.60
+0.09
(+0.33%)
USD |
NYSE |
Nov 05, 09:45
Marathon Oil Max Drawdown (5Y): 87.86% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 87.86% |
September 30, 2024 | 87.86% |
August 31, 2024 | 87.86% |
July 31, 2024 | 87.86% |
June 30, 2024 | 87.86% |
May 31, 2024 | 87.86% |
April 30, 2024 | 87.86% |
March 31, 2024 | 87.86% |
February 29, 2024 | 87.86% |
January 31, 2024 | 87.86% |
December 31, 2023 | 87.86% |
November 30, 2023 | 87.86% |
October 31, 2023 | 87.86% |
September 30, 2023 | 87.86% |
August 31, 2023 | 87.86% |
July 31, 2023 | 87.86% |
June 30, 2023 | 87.86% |
May 31, 2023 | 87.86% |
April 30, 2023 | 87.86% |
March 31, 2023 | 87.86% |
February 28, 2023 | 87.86% |
January 31, 2023 | 87.86% |
December 31, 2022 | 87.86% |
November 30, 2022 | 87.86% |
October 31, 2022 | 87.86% |
Date | Value |
---|---|
September 30, 2022 | 87.86% |
August 31, 2022 | 87.86% |
July 31, 2022 | 87.86% |
June 30, 2022 | 87.86% |
May 31, 2022 | 87.86% |
April 30, 2022 | 87.86% |
March 31, 2022 | 87.86% |
February 28, 2022 | 87.86% |
January 31, 2022 | 87.86% |
December 31, 2021 | 87.86% |
November 30, 2021 | 87.86% |
October 31, 2021 | 87.86% |
September 30, 2021 | 87.86% |
August 31, 2021 | 87.86% |
July 31, 2021 | 87.86% |
June 30, 2021 | 87.86% |
May 31, 2021 | 87.86% |
April 30, 2021 | 87.86% |
March 31, 2021 | 87.86% |
February 28, 2021 | 87.86% |
January 31, 2021 | 87.86% |
December 31, 2020 | 87.86% |
November 30, 2020 | 87.86% |
October 31, 2020 | 87.86% |
September 30, 2020 | 87.86% |
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
83.15%
Minimum
Nov 2019
87.86%
Maximum
Apr 2020
87.54%
Average
87.86%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
Occidental Petroleum Corp | 88.01% |
Exxon Mobil Corp | 61.33% |
EOG Resources Inc | 77.13% |
APA Corp | 93.49% |
Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -9.359 |
Beta (5Y) | 2.158 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.18% |
Historical Sharpe Ratio (5Y) | 0.2974 |
Historical Sortino (5Y) | 0.4214 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.72% |