SLB Ltd. (SLB)
47.91
-2.09
(-4.18%)
USD |
NYSE |
Oct 07, 11:29
SLB Max Drawdown (5Y) : 61.60% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 61.60% |
| August 31, 2026 | 64.14% |
| July 31, 2026 | 64.54% |
| June 30, 2026 | 64.54% |
| May 31, 2026 | 64.54% |
| April 30, 2026 | 64.54% |
| March 31, 2026 | 66.26% |
| February 28, 2026 | 66.26% |
| January 31, 2026 | 70.53% |
| December 31, 2025 | 70.99% |
| November 30, 2025 | 72.51% |
| October 31, 2025 | 79.88% |
| September 30, 2025 | 81.25% |
| August 31, 2025 | 81.25% |
| July 31, 2025 | 81.25% |
| June 30, 2025 | 81.25% |
| May 31, 2025 | 81.25% |
| April 30, 2025 | 81.25% |
| March 31, 2025 | 82.50% |
| February 28, 2025 | 84.81% |
| January 31, 2025 | 84.81% |
| December 31, 2024 | 84.81% |
| November 30, 2024 | 84.81% |
| October 31, 2024 | 84.81% |
| September 30, 2024 | 84.81% |
| Date | Value |
|---|---|
| August 31, 2024 | 84.81% |
| July 31, 2024 | 84.81% |
| June 30, 2024 | 84.81% |
| May 31, 2024 | 84.81% |
| April 30, 2024 | 84.81% |
| March 31, 2024 | 84.81% |
| February 29, 2024 | 84.81% |
| January 31, 2024 | 84.81% |
| December 31, 2023 | 84.81% |
| November 30, 2023 | 84.81% |
| October 31, 2023 | 84.81% |
| September 30, 2023 | 84.81% |
| August 31, 2023 | 84.81% |
| July 31, 2023 | 84.81% |
| June 30, 2023 | 84.81% |
| May 31, 2023 | 84.81% |
| April 30, 2023 | 84.81% |
| March 31, 2023 | 84.81% |
| February 28, 2023 | 84.81% |
| January 31, 2023 | 84.81% |
| December 31, 2022 | 84.81% |
| November 30, 2022 | 84.81% |
| October 31, 2022 | 84.81% |
| September 30, 2022 | 84.81% |
| August 31, 2022 | 84.81% |
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
--
Minimum
--
Maximum
--
Average
--
Median
Max Drawdown (5Y) Benchmarks
| Baker Hughes Co. | 61.08% |
| NOV, Inc. | 75.46% |
| Halliburton Co. | 60.14% |
| ExxonMobil Holdings Corp. | 20.51% |
| Liberty Energy, Inc. | 61.30% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 0.8499 |
| Beta (5Y) | 0.8283 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.55% |
| Historical Sharpe Ratio (5Y) | 0.237 |
| Historical Sortino (5Y) | 0.4658 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.60% |