ONEOK Inc (OKE)
105.12
-3.88
(-3.56%)
USD |
NYSE |
Dec 09, 16:00
105.00
-0.12
(-0.11%)
Pre-Market: 06:42
ONEOK Max Drawdown (5Y): 80.17% for Nov. 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| November 30, 2024 | 80.17% |
| October 31, 2024 | 80.17% |
| September 30, 2024 | 80.17% |
| August 31, 2024 | 80.17% |
| July 31, 2024 | 80.17% |
| June 30, 2024 | 80.17% |
| May 31, 2024 | 80.17% |
| April 30, 2024 | 80.17% |
| March 31, 2024 | 80.17% |
| February 29, 2024 | 80.17% |
| January 31, 2024 | 80.17% |
| December 31, 2023 | 80.17% |
| November 30, 2023 | 80.17% |
| October 31, 2023 | 80.17% |
| September 30, 2023 | 80.17% |
| August 31, 2023 | 80.17% |
| July 31, 2023 | 80.17% |
| June 30, 2023 | 80.17% |
| May 31, 2023 | 80.17% |
| April 30, 2023 | 80.17% |
| March 31, 2023 | 80.17% |
| February 28, 2023 | 80.17% |
| January 31, 2023 | 80.17% |
| December 31, 2022 | 80.17% |
| November 30, 2022 | 80.17% |
| Date | Value |
|---|---|
| October 31, 2022 | 80.17% |
| September 30, 2022 | 80.17% |
| August 31, 2022 | 80.17% |
| July 31, 2022 | 80.17% |
| June 30, 2022 | 80.17% |
| May 31, 2022 | 80.17% |
| April 30, 2022 | 80.17% |
| March 31, 2022 | 80.17% |
| February 28, 2022 | 80.17% |
| January 31, 2022 | 80.17% |
| December 31, 2021 | 80.17% |
| November 30, 2021 | 80.17% |
| October 31, 2021 | 80.17% |
| September 30, 2021 | 80.17% |
| August 31, 2021 | 80.17% |
| July 31, 2021 | 80.17% |
| June 30, 2021 | 80.17% |
| May 31, 2021 | 80.17% |
| April 30, 2021 | 80.17% |
| March 31, 2021 | 80.17% |
| February 28, 2021 | 80.17% |
| January 31, 2021 | 80.17% |
| December 31, 2020 | 80.17% |
| November 30, 2020 | 80.17% |
| October 31, 2020 | 80.17% |
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
71.37%
Minimum
Dec 2019
80.17%
Maximum
Mar 2020
79.73%
Average
80.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| 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% |