ONEOK, Inc. (OKE)
87.88
+0.72
(+0.83%)
USD |
NYSE |
Oct 02, 16:00
87.50
-0.38
(-0.43%)
After-Hours: 20:00
ONEOK Max Drawdown (5Y) : 42.13% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 42.13% |
| August 31, 2026 | 42.13% |
| July 31, 2026 | 42.13% |
| June 30, 2026 | 42.13% |
| May 31, 2026 | 42.13% |
| April 30, 2026 | 42.13% |
| March 31, 2026 | 42.13% |
| February 28, 2026 | 42.13% |
| January 31, 2026 | 42.13% |
| December 31, 2025 | 46.65% |
| November 30, 2025 | 48.97% |
| October 31, 2025 | 61.74% |
| September 30, 2025 | 63.43% |
| August 31, 2025 | 66.26% |
| July 31, 2025 | 66.26% |
| June 30, 2025 | 66.26% |
| May 31, 2025 | 66.26% |
| April 30, 2025 | 66.26% |
| March 31, 2025 | 72.10% |
| February 28, 2025 | 80.17% |
| January 31, 2025 | 80.17% |
| December 31, 2024 | 80.17% |
| November 30, 2024 | 80.17% |
| October 31, 2024 | 80.17% |
| September 30, 2024 | 80.17% |
| Date | Value |
|---|---|
| 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% |
| October 31, 2022 | 80.17% |
| September 30, 2022 | 80.17% |
| August 31, 2022 | 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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Devon Energy Corp. | 60.83% |
| CNX Resources Corp. | 42.22% |
| Antero Resources Corp. | 58.39% |
| Diversified Energy Co. | 59.70% |
| BKV Corp. | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 2.071 |
| Beta (5Y) | 0.8194 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 26.27% |
| Historical Sharpe Ratio (5Y) | 0.3909 |
| Historical Sortino (5Y) | 0.6403 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.56% |