Occidental Petroleum Corp (OXY)
50.10
+1.09
(+2.22%)
USD |
NYSE |
Mar 26, 11:53
Occidental Petroleum Max Drawdown (5Y): 88.01% for Feb. 28, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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
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Max Drawdown (5Y) Benchmarks
| Chevron Corp | 55.77% |
| Devon Energy Corp | 91.58% |
| Exxon Mobil Corp | 61.33% |
| Diamondback Energy Inc | 88.72% |
| APA Corp | 93.64% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.64 |
| Beta (5Y) | 1.512 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 54.13% |
| Historical Sharpe Ratio (5Y) | 0.1476 |
| Historical Sortino (5Y) | 0.3786 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.95% |