Shell PLC (SHEL)

60.64 -0.14 (-0.23%) USD  |  NYSE  |  Dec 20, 16:00
60.70 +0.06 (+0.10%) After-Hours: 20:00
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Shell Max Drawdown (5Y): 67.23% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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BP PLC 63.90%
Chevron Corp 55.77%
Equinor ASA 66.76%
TotalEnergies SE 59.57%
Exxon Mobil Corp 61.33%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -3.275
Beta (5Y) 0.5516
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 35.39%
Historical Sharpe Ratio (5Y) 0.1156
Historical Sortino (5Y) 0.1593
Monthly Value at Risk (VaR) 5% (5Y Lookback) 13.09%