Murphy Oil Corp (MUR)
45.19
-0.09
(-0.20%)
USD |
NYSE |
Apr 18, 16:00
44.88
-0.31
(-0.69%)
Pre-Market: 20:00
Murphy Oil Max Drawdown (5Y): 87.04% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 87.04% |
| February 29, 2024 | 87.04% |
| January 31, 2024 | 87.04% |
| December 31, 2023 | 87.04% |
| November 30, 2023 | 87.04% |
| October 31, 2023 | 87.04% |
| September 30, 2023 | 87.04% |
| August 31, 2023 | 87.04% |
| July 31, 2023 | 87.04% |
| June 30, 2023 | 87.04% |
| May 31, 2023 | 87.04% |
| April 30, 2023 | 87.04% |
| March 31, 2023 | 87.04% |
| February 28, 2023 | 87.04% |
| January 31, 2023 | 87.04% |
| December 31, 2022 | 87.04% |
| November 30, 2022 | 87.04% |
| October 31, 2022 | 87.04% |
| September 30, 2022 | 87.04% |
| August 31, 2022 | 87.04% |
| July 31, 2022 | 87.04% |
| June 30, 2022 | 87.04% |
| May 31, 2022 | 87.04% |
| April 30, 2022 | 87.04% |
| March 31, 2022 | 87.04% |
| Date | Value |
|---|---|
| February 28, 2022 | 87.04% |
| January 31, 2022 | 87.04% |
| December 31, 2021 | 87.04% |
| November 30, 2021 | 87.04% |
| October 31, 2021 | 87.04% |
| September 30, 2021 | 87.04% |
| August 31, 2021 | 87.04% |
| July 31, 2021 | 87.04% |
| June 30, 2021 | 87.04% |
| May 31, 2021 | 87.04% |
| April 30, 2021 | 87.04% |
| March 31, 2021 | 87.04% |
| February 28, 2021 | 87.04% |
| January 31, 2021 | 87.04% |
| December 31, 2020 | 87.04% |
| November 30, 2020 | 87.04% |
| October 31, 2020 | 87.04% |
| September 30, 2020 | 87.04% |
| August 31, 2020 | 87.04% |
| July 31, 2020 | 87.04% |
| June 30, 2020 | 87.04% |
| May 31, 2020 | 87.04% |
| April 30, 2020 | 87.04% |
| March 31, 2020 | 87.04% |
| February 29, 2020 | 75.38% |
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
75.38%
Minimum
Apr 2019
87.04%
Maximum
Mar 2020
84.90%
Average
87.04%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Coterra Energy Inc | 60.06% |
| Devon Energy Corp | 91.39% |
| Ovintiv Inc | 96.82% |
| Evolution Petroleum Corp | 80.49% |
| Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.05 |
| Beta (5Y) | 2.212 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.70% |
| Historical Sharpe Ratio (5Y) | 0.151 |
| Historical Sortino (5Y) | 0.2204 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.27% |