Northern Oil & Gas Inc (NOG)
43.25
+0.19
(+0.44%)
USD |
NYSE |
Apr 26, 16:00
43.25
0.00 (0.00%)
After-Hours: 16:02
Northern Oil & Gas Max Drawdown (5Y): 94.08% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 94.08% |
| February 29, 2024 | 94.08% |
| January 31, 2024 | 94.08% |
| December 31, 2023 | 94.08% |
| November 30, 2023 | 94.08% |
| October 31, 2023 | 94.08% |
| September 30, 2023 | 94.08% |
| August 31, 2023 | 94.08% |
| July 31, 2023 | 94.08% |
| June 30, 2023 | 94.08% |
| May 31, 2023 | 94.08% |
| April 30, 2023 | 94.08% |
| March 31, 2023 | 94.08% |
| February 28, 2023 | 94.08% |
| January 31, 2023 | 94.08% |
| December 31, 2022 | 94.08% |
| November 30, 2022 | 94.08% |
| October 31, 2022 | 94.08% |
| September 30, 2022 | 94.08% |
| August 31, 2022 | 94.51% |
| July 31, 2022 | 96.31% |
| June 30, 2022 | 96.31% |
| May 31, 2022 | 96.31% |
| April 30, 2022 | 96.31% |
| March 31, 2022 | 96.31% |
| Date | Value |
|---|---|
| February 28, 2022 | 96.31% |
| January 31, 2022 | 96.31% |
| December 31, 2021 | 96.31% |
| November 30, 2021 | 96.31% |
| October 31, 2021 | 96.31% |
| September 30, 2021 | 96.31% |
| August 31, 2021 | 96.31% |
| July 31, 2021 | 96.31% |
| June 30, 2021 | 96.31% |
| May 31, 2021 | 96.31% |
| April 30, 2021 | 96.31% |
| March 31, 2021 | 96.31% |
| February 28, 2021 | 96.31% |
| January 31, 2021 | 96.31% |
| December 31, 2020 | 96.31% |
| November 30, 2020 | 96.31% |
| October 31, 2020 | 96.31% |
| September 30, 2020 | 96.31% |
| August 31, 2020 | 96.31% |
| July 31, 2020 | 96.31% |
| June 30, 2020 | 96.31% |
| May 31, 2020 | 96.31% |
| April 30, 2020 | 96.31% |
| March 31, 2020 | 96.31% |
| February 29, 2020 | 96.31% |
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
94.08%
Minimum
Sep 2022
96.31%
Maximum
Apr 2019
95.57%
Average
96.31%
Median
Apr 2019
Max Drawdown (5Y) Benchmarks
| Devon Energy Corp | 91.39% |
| Evolution Petroleum Corp | 80.49% |
| Houston American Energy Corp | 91.28% |
| Tellurian Inc | 96.62% |
| Mexco Energy Corp | 79.82% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.59 |
| Beta (5Y) | 1.857 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 73.55% |
| Historical Sharpe Ratio (5Y) | 0.104 |
| Historical Sortino (5Y) | 0.195 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.23% |