Schlumberger Ltd (SLB)

36.83 -0.08 (-0.22%) USD  |  NYSE  |  Dec 20, 16:00
36.82 -0.01 (-0.03%) Pre-Market: 20:00
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Schlumberger Max Drawdown (5Y): 84.81% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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Halliburton Co 91.49%
Kinder Morgan Inc 72.71%
Patterson-UTI Energy Inc 94.04%
Baker Hughes Co 85.48%
Weatherford International PLC 95.44%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -16.21
Beta (5Y) 1.515
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.49%
Historical Sharpe Ratio (5Y) 0.0797
Historical Sortino (5Y) 0.1147
Monthly Value at Risk (VaR) 5% (5Y Lookback) 17.30%