ONE Gas Inc (OGS)

68.72 +0.66 (+0.97%) USD  |  NYSE  |  Dec 20, 16:00
68.78 +0.06 (+0.09%) After-Hours: 20:00
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ONE Gas Max Drawdown (5Y): 33.54% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Atmos Energy Corp 32.91%
New Jersey Resources Corp 50.63%
Northwest Natural Holding Co 46.27%
Chesapeake Utilities Corp 38.67%
Southwest Gas Holdings Inc 42.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -11.07
Beta (5Y) 0.6984
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 24.38%
Historical Sharpe Ratio (5Y) -0.0713
Historical Sortino (5Y) -0.1188
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.85%