Occidental Petroleum Corp (OXY)
51.74
+0.83
(+1.63%)
USD |
NYSE |
Nov 21, 15:38
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 | 93.64% |
Devon Energy Corp | 91.58% |
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% |