Murphy Oil Corp. (MUR)
37.66
+0.19
(+0.51%)
USD |
NYSE |
Oct 02, 16:00
37.65
-0.01
(-0.03%)
Pre-Market: 20:00
Murphy Oil Max Drawdown (5Y) : 58.51% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 58.51% |
| August 31, 2026 | 58.51% |
| July 31, 2026 | 58.51% |
| June 30, 2026 | 58.51% |
| May 31, 2026 | 58.51% |
| April 30, 2026 | 58.51% |
| March 31, 2026 | 58.51% |
| February 28, 2026 | 58.51% |
| January 31, 2026 | 62.85% |
| December 31, 2025 | 62.85% |
| November 30, 2025 | 69.15% |
| October 31, 2025 | 78.69% |
| September 30, 2025 | 78.69% |
| August 31, 2025 | 78.69% |
| July 31, 2025 | 78.69% |
| June 30, 2025 | 78.69% |
| May 31, 2025 | 78.69% |
| April 30, 2025 | 78.69% |
| March 31, 2025 | 85.55% |
| February 28, 2025 | 88.65% |
| January 31, 2025 | 88.65% |
| December 31, 2024 | 88.65% |
| November 30, 2024 | 88.65% |
| October 31, 2024 | 88.65% |
| September 30, 2024 | 88.65% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 88.65% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Devon Energy Corp. | 60.83% |
| Occidental Petroleum Corp. | 63.49% |
| Talos Energy, Inc. | 77.38% |
| Chord Energy Corp. | 53.92% |
| APA Corp. | 70.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.193 |
| Beta (5Y) | 0.5859 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 42.06% |
| Historical Sharpe Ratio (5Y) | 0.1915 |
| Historical Sortino (5Y) | 0.3626 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.21% |