Schlumberger Ltd (SLB)
40.32
+0.56
(+1.41%)
USD |
NYSE |
Nov 04, 16:00
40.38
+0.06
(+0.15%)
Pre-Market: 20:00
Schlumberger Max Drawdown (5Y): 84.40% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 84.40% |
| September 30, 2024 | 84.40% |
| August 31, 2024 | 84.40% |
| July 31, 2024 | 84.40% |
| June 30, 2024 | 84.40% |
| May 31, 2024 | 84.40% |
| April 30, 2024 | 84.40% |
| March 31, 2024 | 84.40% |
| February 29, 2024 | 84.40% |
| January 31, 2024 | 84.40% |
| December 31, 2023 | 84.40% |
| November 30, 2023 | 84.40% |
| October 31, 2023 | 84.40% |
| September 30, 2023 | 84.40% |
| August 31, 2023 | 84.40% |
| July 31, 2023 | 84.40% |
| June 30, 2023 | 84.40% |
| May 31, 2023 | 84.40% |
| April 30, 2023 | 84.40% |
| March 31, 2023 | 84.40% |
| February 28, 2023 | 84.40% |
| January 31, 2023 | 84.40% |
| December 31, 2022 | 84.40% |
| November 30, 2022 | 84.40% |
| October 31, 2022 | 84.40% |
| Date | Value |
|---|---|
| September 30, 2022 | 84.40% |
| August 31, 2022 | 84.40% |
| July 31, 2022 | 84.40% |
| June 30, 2022 | 84.40% |
| May 31, 2022 | 84.40% |
| April 30, 2022 | 84.40% |
| March 31, 2022 | 84.40% |
| February 28, 2022 | 84.40% |
| January 31, 2022 | 84.40% |
| December 31, 2021 | 84.40% |
| November 30, 2021 | 84.40% |
| October 31, 2021 | 84.40% |
| September 30, 2021 | 84.40% |
| August 31, 2021 | 84.40% |
| July 31, 2021 | 84.40% |
| June 30, 2021 | 84.40% |
| May 31, 2021 | 84.40% |
| April 30, 2021 | 84.40% |
| March 31, 2021 | 84.40% |
| February 28, 2021 | 84.40% |
| January 31, 2021 | 84.40% |
| December 31, 2020 | 84.40% |
| November 30, 2020 | 84.40% |
| October 31, 2020 | 84.40% |
| September 30, 2020 | 84.40% |
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
66.33%
Minimum
Nov 2019
84.40%
Maximum
Mar 2020
83.19%
Average
84.40%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Halliburton Co | 91.49% |
| Kinder Morgan Inc | 71.82% |
| Patterson-UTI Energy Inc | 94.04% |
| Baker Hughes Co | 84.99% |
| Diversified Energy Co PLC | 57.67% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.34 |
| Beta (5Y) | 1.520 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.66% |
| Historical Sharpe Ratio (5Y) | 0.0844 |
| Historical Sortino (5Y) | 0.1222 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.30% |