Northern Oil & Gas Inc (NOG)
43.20
+0.86
(+2.03%)
USD |
NYSE |
Nov 22, 16:00
43.20
0.00 (0.00%)
After-Hours: 20:00
Northern Oil & Gas Max Drawdown (5Y): 94.08% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 94.08% |
| September 30, 2024 | 94.08% |
| August 31, 2024 | 94.08% |
| July 31, 2024 | 94.08% |
| June 30, 2024 | 94.08% |
| May 31, 2024 | 94.08% |
| April 30, 2024 | 94.08% |
| 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 | 94.51% |
| Date | Value |
|---|---|
| September 30, 2022 | 96.31% |
| August 31, 2022 | 96.31% |
| 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% |
| 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% |
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
Nov 2022
96.31%
Maximum
Nov 2019
95.39%
Average
96.31%
Median
Nov 2019
Max Drawdown (5Y) Benchmarks
| Talos Energy Inc | -- |
| SM Energy Co | 98.21% |
| Diamondback Energy Inc | 88.72% |
| Amplify Energy Corp | 97.26% |
| California Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -9.992 |
| Beta (5Y) | 1.804 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 71.92% |
| Historical Sharpe Ratio (5Y) | 0.1849 |
| Historical Sortino (5Y) | 0.3356 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 28.09% |