SM Energy Co (SM)
45.53
+0.77
(+1.72%)
USD |
NYSE |
Nov 21, 16:00
45.53
0.00 (0.00%)
After-Hours: 17:06
SM Energy Max Drawdown (5Y): 98.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 98.21% |
| September 30, 2024 | 98.21% |
| August 31, 2024 | 98.21% |
| July 31, 2024 | 98.21% |
| June 30, 2024 | 98.21% |
| May 31, 2024 | 98.21% |
| April 30, 2024 | 98.21% |
| March 31, 2024 | 98.21% |
| February 29, 2024 | 98.21% |
| January 31, 2024 | 98.21% |
| December 31, 2023 | 98.21% |
| November 30, 2023 | 98.21% |
| October 31, 2023 | 98.21% |
| September 30, 2023 | 98.21% |
| August 31, 2023 | 98.21% |
| July 31, 2023 | 98.21% |
| June 30, 2023 | 98.21% |
| May 31, 2023 | 98.21% |
| April 30, 2023 | 98.21% |
| March 31, 2023 | 98.21% |
| February 28, 2023 | 98.21% |
| January 31, 2023 | 98.21% |
| December 31, 2022 | 98.21% |
| November 30, 2022 | 98.21% |
| October 31, 2022 | 98.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 98.21% |
| August 31, 2022 | 98.21% |
| July 31, 2022 | 98.21% |
| June 30, 2022 | 98.21% |
| May 31, 2022 | 98.21% |
| April 30, 2022 | 98.21% |
| March 31, 2022 | 98.21% |
| February 28, 2022 | 98.21% |
| January 31, 2022 | 98.21% |
| December 31, 2021 | 98.21% |
| November 30, 2021 | 98.21% |
| October 31, 2021 | 98.21% |
| September 30, 2021 | 98.21% |
| August 31, 2021 | 98.21% |
| July 31, 2021 | 98.21% |
| June 30, 2021 | 98.21% |
| May 31, 2021 | 98.21% |
| April 30, 2021 | 98.21% |
| March 31, 2021 | 98.21% |
| February 28, 2021 | 98.21% |
| January 31, 2021 | 98.21% |
| December 31, 2020 | 98.21% |
| November 30, 2020 | 98.21% |
| October 31, 2020 | 98.21% |
| September 30, 2020 | 98.21% |
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
91.71%
Minimum
Nov 2019
98.21%
Maximum
Apr 2020
97.78%
Average
98.21%
Median
Apr 2020
Max Drawdown (5Y) Benchmarks
| Northern Oil & Gas Inc | 94.08% |
| MPLX LP | 85.27% |
| Comstock Resources Inc | 89.26% |
| VAALCO Energy Inc | 78.20% |
| Evolution Petroleum Corp | 80.49% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -15.15 |
| Beta (5Y) | 4.191 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 124.8% |
| Historical Sharpe Ratio (5Y) | 0.312 |
| Historical Sortino (5Y) | 0.6756 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.20% |