Shell PLC (SHEL)
67.74
+0.25
(+0.37%)
USD |
NYSE |
Nov 04, 16:00
68.33
+0.59
(+0.87%)
Pre-Market: 08:38
Shell Max Drawdown (5Y): 67.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 67.23% |
September 30, 2024 | 67.23% |
August 31, 2024 | 67.23% |
July 31, 2024 | 67.23% |
June 30, 2024 | 67.23% |
May 31, 2024 | 67.23% |
April 30, 2024 | 67.23% |
March 31, 2024 | 67.23% |
February 29, 2024 | 67.23% |
January 31, 2024 | 67.23% |
December 31, 2023 | 67.23% |
November 30, 2023 | 67.23% |
October 31, 2023 | 67.23% |
September 30, 2023 | 67.23% |
August 31, 2023 | 67.23% |
July 31, 2023 | 67.23% |
June 30, 2023 | 67.23% |
May 31, 2023 | 67.23% |
April 30, 2023 | 67.23% |
March 31, 2023 | 67.23% |
February 28, 2023 | 67.23% |
January 31, 2023 | 67.23% |
December 31, 2022 | 67.23% |
November 30, 2022 | 67.23% |
October 31, 2022 | 67.23% |
Date | Value |
---|---|
September 30, 2022 | 67.23% |
August 31, 2022 | 67.23% |
July 31, 2022 | 67.23% |
June 30, 2022 | 67.23% |
May 31, 2022 | 67.23% |
April 30, 2022 | 67.23% |
March 31, 2022 | 67.23% |
February 28, 2022 | 67.23% |
January 31, 2022 | 67.23% |
December 31, 2021 | 67.23% |
November 30, 2021 | 67.23% |
October 31, 2021 | 67.23% |
September 30, 2021 | 67.23% |
August 31, 2021 | 67.23% |
July 31, 2021 | 67.23% |
June 30, 2021 | 67.23% |
May 31, 2021 | 67.23% |
April 30, 2021 | 67.23% |
March 31, 2021 | 67.23% |
February 28, 2021 | 67.23% |
January 31, 2021 | 67.23% |
December 31, 2020 | 67.23% |
November 30, 2020 | 67.23% |
October 31, 2020 | 67.23% |
September 30, 2020 | 67.23% |
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
51.52%
Minimum
Nov 2019
67.23%
Maximum
Mar 2020
66.18%
Average
67.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
BP PLC | 63.90% |
Chevron Corp | 55.77% |
Eni SpA | 61.64% |
Equinor ASA | 66.76% |
TotalEnergies SE | 59.57% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.349 |
Beta (5Y) | 0.568 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 35.44% |
Historical Sharpe Ratio (5Y) | 0.1406 |
Historical Sortino (5Y) | 0.1935 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.09% |