Occidental Petroleum Corp (OXY)
50.56
+0.99
(+2.00%)
USD |
NYSE |
Nov 04, 16:00
50.60
+0.04
(+0.08%)
Pre-Market: 05:54
Occidental Petroleum Max Drawdown (5Y): 88.01% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 88.01% |
| September 30, 2024 | 88.01% |
| August 31, 2024 | 88.01% |
| July 31, 2024 | 88.01% |
| June 30, 2024 | 88.01% |
| May 31, 2024 | 88.01% |
| April 30, 2024 | 88.01% |
| March 31, 2024 | 88.01% |
| February 29, 2024 | 88.01% |
| January 31, 2024 | 88.01% |
| December 31, 2023 | 88.01% |
| November 30, 2023 | 88.01% |
| October 31, 2023 | 88.01% |
| September 30, 2023 | 88.01% |
| August 31, 2023 | 88.01% |
| July 31, 2023 | 88.01% |
| June 30, 2023 | 88.01% |
| May 31, 2023 | 88.01% |
| April 30, 2023 | 88.01% |
| March 31, 2023 | 88.01% |
| February 28, 2023 | 88.01% |
| January 31, 2023 | 88.01% |
| December 31, 2022 | 88.01% |
| November 30, 2022 | 88.01% |
| October 31, 2022 | 88.01% |
| Date | Value |
|---|---|
| September 30, 2022 | 88.01% |
| August 31, 2022 | 88.01% |
| July 31, 2022 | 88.01% |
| June 30, 2022 | 88.01% |
| May 31, 2022 | 88.01% |
| April 30, 2022 | 88.01% |
| March 31, 2022 | 88.01% |
| February 28, 2022 | 88.01% |
| January 31, 2022 | 88.01% |
| December 31, 2021 | 88.01% |
| November 30, 2021 | 88.01% |
| October 31, 2021 | 88.01% |
| September 30, 2021 | 88.01% |
| August 31, 2021 | 88.01% |
| July 31, 2021 | 88.01% |
| June 30, 2021 | 88.01% |
| May 31, 2021 | 88.01% |
| April 30, 2021 | 88.01% |
| March 31, 2021 | 88.01% |
| February 28, 2021 | 88.01% |
| January 31, 2021 | 88.01% |
| December 31, 2020 | 88.01% |
| November 30, 2020 | 88.01% |
| October 31, 2020 | 88.01% |
| September 30, 2020 | 86.93% |
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
53.10%
Minimum
Nov 2019
88.01%
Maximum
Oct 2020
85.66%
Average
88.01%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
| Chevron Corp | 55.77% |
| Exxon Mobil Corp | 61.33% |
| APA Corp | 93.49% |
| Devon Energy Corp | 91.39% |
| Diamondback Energy Inc | 88.72% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.98 |
| Beta (5Y) | 1.584 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.98% |
| Historical Sharpe Ratio (5Y) | 0.0698 |
| Historical Sortino (5Y) | 0.103 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 19.61% |