National Fuel Gas Co (NFG)
63.50
+1.83
(+2.97%)
USD |
NYSE |
Nov 21, 16:00
63.48
-0.02
(-0.03%)
After-Hours: 20:00
National Fuel Gas Max Drawdown (5Y): 44.26% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 44.26% |
| September 30, 2024 | 44.26% |
| August 31, 2024 | 44.26% |
| July 31, 2024 | 44.26% |
| June 30, 2024 | 44.26% |
| May 31, 2024 | 44.26% |
| April 30, 2024 | 44.26% |
| March 31, 2024 | 44.26% |
| February 29, 2024 | 44.26% |
| January 31, 2024 | 44.26% |
| December 31, 2023 | 44.26% |
| November 30, 2023 | 44.26% |
| October 31, 2023 | 44.26% |
| September 30, 2023 | 44.26% |
| August 31, 2023 | 44.26% |
| July 31, 2023 | 44.26% |
| June 30, 2023 | 44.26% |
| May 31, 2023 | 44.26% |
| April 30, 2023 | 44.26% |
| March 31, 2023 | 44.26% |
| February 28, 2023 | 44.26% |
| January 31, 2023 | 44.26% |
| December 31, 2022 | 44.26% |
| November 30, 2022 | 44.26% |
| October 31, 2022 | 44.26% |
| Date | Value |
|---|---|
| September 30, 2022 | 44.26% |
| August 31, 2022 | 44.26% |
| July 31, 2022 | 44.26% |
| June 30, 2022 | 44.26% |
| May 31, 2022 | 44.26% |
| April 30, 2022 | 44.26% |
| March 31, 2022 | 44.26% |
| February 28, 2022 | 44.26% |
| January 31, 2022 | 44.26% |
| December 31, 2021 | 44.26% |
| November 30, 2021 | 44.26% |
| October 31, 2021 | 44.26% |
| September 30, 2021 | 44.26% |
| August 31, 2021 | 44.26% |
| July 31, 2021 | 44.26% |
| June 30, 2021 | 44.26% |
| May 31, 2021 | 44.26% |
| April 30, 2021 | 44.26% |
| March 31, 2021 | 44.26% |
| February 28, 2021 | 44.26% |
| January 31, 2021 | 44.26% |
| December 31, 2020 | 46.72% |
| November 30, 2020 | 50.03% |
| October 31, 2020 | 50.03% |
| September 30, 2020 | 50.03% |
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
44.26%
Minimum
Jan 2021
50.03%
Maximum
Nov 2019
45.55%
Average
44.26%
Median
Jan 2021
Max Drawdown (5Y) Benchmarks
| Occidental Petroleum Corp | 88.01% |
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.33% |
| Mexco Energy Corp | 79.82% |
| Riley Exploration Permian Inc | 92.57% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.5947 |
| Beta (5Y) | 0.6249 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 20.85% |
| Historical Sharpe Ratio (5Y) | 0.3583 |
| Historical Sortino (5Y) | 0.5873 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 8.64% |