ONE Gas Inc (OGS)
64.51
-0.13
(-0.20%)
USD |
NYSE |
Apr 23, 16:00
64.53
+0.02
(+0.03%)
After-Hours: 20:00
ONE Gas Max Drawdown (5Y): 33.54% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 33.54% |
| February 29, 2024 | 33.54% |
| January 31, 2024 | 33.54% |
| December 31, 2023 | 33.54% |
| November 30, 2023 | 33.54% |
| October 31, 2023 | 31.16% |
| September 30, 2023 | 31.16% |
| August 31, 2023 | 31.16% |
| July 31, 2023 | 31.16% |
| June 30, 2023 | 31.16% |
| May 31, 2023 | 31.16% |
| April 30, 2023 | 31.16% |
| March 31, 2023 | 31.16% |
| February 28, 2023 | 31.16% |
| January 31, 2023 | 31.16% |
| December 31, 2022 | 31.16% |
| November 30, 2022 | 31.16% |
| October 31, 2022 | 31.16% |
| September 30, 2022 | 31.16% |
| August 31, 2022 | 31.16% |
| July 31, 2022 | 31.16% |
| June 30, 2022 | 31.16% |
| May 31, 2022 | 31.16% |
| April 30, 2022 | 31.16% |
| March 31, 2022 | 31.16% |
| Date | Value |
|---|---|
| February 28, 2022 | 31.16% |
| January 31, 2022 | 31.16% |
| December 31, 2021 | 31.16% |
| November 30, 2021 | 31.16% |
| October 31, 2021 | 31.16% |
| September 30, 2021 | 31.16% |
| August 31, 2021 | 29.80% |
| July 31, 2021 | 29.80% |
| June 30, 2021 | 29.80% |
| May 31, 2021 | 29.80% |
| April 30, 2021 | 29.80% |
| March 31, 2021 | 29.80% |
| February 28, 2021 | 29.80% |
| January 31, 2021 | 29.80% |
| December 31, 2020 | 29.80% |
| November 30, 2020 | 29.80% |
| October 31, 2020 | 29.80% |
| September 30, 2020 | 29.80% |
| August 31, 2020 | 29.67% |
| July 31, 2020 | 29.67% |
| June 30, 2020 | 29.67% |
| May 31, 2020 | 29.67% |
| April 30, 2020 | 29.67% |
| March 31, 2020 | 29.67% |
| February 29, 2020 | 20.26% |
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
20.26%
Minimum
Apr 2019
33.54%
Maximum
Nov 2023
28.94%
Average
31.16%
Median
Sep 2021
Max Drawdown (5Y) Benchmarks
| UGI Corp | 59.58% |
| RGC Resources Inc | 41.76% |
| Sempra | 45.00% |
| New Fortress Energy Inc | 65.85% |
| OPAL Fuels Inc | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.85 |
| Beta (5Y) | 0.653 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 23.74% |
| Historical Sharpe Ratio (5Y) | -0.2243 |
| Historical Sortino (5Y) | -0.3635 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.85% |