Pioneer Natural Resources Co (PXD)
262.50
+2.50
(+0.96%)
USD |
NYSE |
Mar 28, 16:00
262.11
-0.39
(-0.15%)
After-Hours: 20:00
Pioneer Natural Resources Max Drawdown (5Y): 73.01% for Feb. 29, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
February 29, 2024 | 73.01% |
January 31, 2024 | 73.01% |
December 31, 2023 | 73.01% |
November 30, 2023 | 73.01% |
October 31, 2023 | 73.01% |
September 30, 2023 | 73.01% |
August 31, 2023 | 73.01% |
July 31, 2023 | 73.01% |
June 30, 2023 | 73.01% |
May 31, 2023 | 73.01% |
April 30, 2023 | 73.01% |
March 31, 2023 | 73.01% |
February 28, 2023 | 73.01% |
January 31, 2023 | 73.01% |
December 31, 2022 | 73.01% |
November 30, 2022 | 73.01% |
October 31, 2022 | 73.01% |
September 30, 2022 | 73.01% |
August 31, 2022 | 73.01% |
July 31, 2022 | 73.01% |
June 30, 2022 | 73.01% |
May 31, 2022 | 73.01% |
April 30, 2022 | 73.01% |
March 31, 2022 | 73.01% |
February 28, 2022 | 73.01% |
Date | Value |
---|---|
January 31, 2022 | 73.01% |
December 31, 2021 | 73.01% |
November 30, 2021 | 73.01% |
October 31, 2021 | 73.01% |
September 30, 2021 | 73.01% |
August 31, 2021 | 73.01% |
July 31, 2021 | 73.01% |
June 30, 2021 | 73.01% |
May 31, 2021 | 73.01% |
April 30, 2021 | 73.01% |
March 31, 2021 | 73.01% |
February 28, 2021 | 73.01% |
January 31, 2021 | 73.01% |
December 31, 2020 | 73.01% |
November 30, 2020 | 73.01% |
October 31, 2020 | 73.01% |
September 30, 2020 | 73.01% |
August 31, 2020 | 73.01% |
July 31, 2020 | 73.01% |
June 30, 2020 | 73.01% |
May 31, 2020 | 73.01% |
April 30, 2020 | 73.01% |
March 31, 2020 | 73.01% |
February 29, 2020 | 53.97% |
January 31, 2020 | 53.97% |
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
53.97%
Minimum
Mar 2019
73.01%
Maximum
Mar 2020
69.20%
Average
73.01%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chevron Corp | 55.77% |
Exxon Mobil Corp | 61.33% |
Diamondback Energy Inc | 88.72% |
Devon Energy Corp | 91.39% |
Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.451 |
Beta (5Y) | 1.303 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.62% |
Historical Sharpe Ratio (5Y) | 0.3266 |
Historical Sortino (5Y) | 0.4319 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.07% |