Murphy Oil Corp (MUR)
33.15
+0.17
(+0.52%)
USD |
NYSE |
Nov 21, 16:00
33.15
0.00 (0.00%)
Pre-Market: 20:00
Murphy Oil Max Drawdown (5Y): 88.65% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.65% |
| September 30, 2024 | 88.65% |
| August 31, 2024 | 88.65% |
| July 31, 2024 | 88.65% |
| June 30, 2024 | 88.65% |
| May 31, 2024 | 88.65% |
| April 30, 2024 | 88.65% |
| March 31, 2024 | 88.65% |
| February 29, 2024 | 88.65% |
| January 31, 2024 | 88.65% |
| December 31, 2023 | 88.65% |
| November 30, 2023 | 88.65% |
| October 31, 2023 | 88.65% |
| September 30, 2023 | 88.65% |
| August 31, 2023 | 88.65% |
| July 31, 2023 | 88.65% |
| June 30, 2023 | 88.65% |
| May 31, 2023 | 88.65% |
| April 30, 2023 | 88.65% |
| March 31, 2023 | 88.65% |
| February 28, 2023 | 88.65% |
| January 31, 2023 | 88.65% |
| December 31, 2022 | 88.65% |
| November 30, 2022 | 88.65% |
| October 31, 2022 | 88.65% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.65% |
| August 31, 2022 | 88.65% |
| July 31, 2022 | 88.65% |
| June 30, 2022 | 88.65% |
| May 31, 2022 | 88.65% |
| April 30, 2022 | 88.65% |
| March 31, 2022 | 88.65% |
| February 28, 2022 | 88.65% |
| January 31, 2022 | 88.65% |
| December 31, 2021 | 88.65% |
| November 30, 2021 | 88.65% |
| October 31, 2021 | 88.65% |
| September 30, 2021 | 88.65% |
| August 31, 2021 | 88.65% |
| July 31, 2021 | 88.65% |
| June 30, 2021 | 88.65% |
| May 31, 2021 | 88.65% |
| April 30, 2021 | 88.65% |
| March 31, 2021 | 88.65% |
| February 28, 2021 | 88.65% |
| January 31, 2021 | 88.65% |
| December 31, 2020 | 88.65% |
| November 30, 2020 | 88.65% |
| October 31, 2020 | 88.65% |
| September 30, 2020 | 88.65% |
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
Nov 2019
88.65%
Maximum
Mar 2020
87.77%
Average
88.65%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| APA Corp | 93.64% |
| Evolution Petroleum Corp | 80.49% |
| Vital Energy | 97.86% |
| Talos Energy Inc | -- |
| Houston American Energy Corp | 91.33% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -18.73 |
| Beta (5Y) | 2.210 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 70.45% |
| Historical Sharpe Ratio (5Y) | 0.1391 |
| Historical Sortino (5Y) | 0.2034 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.72% |