ONEOK Inc (OKE)

100.08 +2.42 (+2.48%) USD  |  NYSE  |  Dec 20, 16:00
100.00 -0.08 (-0.08%) After-Hours: 20:00
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ONEOK Max Drawdown (5Y): 80.17% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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270.00
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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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Stabilis Solutions Inc 98.11%
EnLink Midstream LLC 96.17%
Antero Midstream Corp 89.30%
DT Midstream Inc --
Targa Resources Corp 93.41%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -7.143
Beta (5Y) 1.691
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.48%
Historical Sharpe Ratio (5Y) 0.312
Historical Sortino (5Y) 0.2935
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.11%