SM Energy Co (SM)
48.09
+0.05
(+0.10%)
USD |
NYSE |
Apr 19, 16:00
48.09
0.00 (0.00%)
After-Hours: 18:50
SM Energy Max Drawdown (5Y): 98.05% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 98.05% |
| February 29, 2024 | 98.05% |
| January 31, 2024 | 98.05% |
| December 31, 2023 | 98.05% |
| November 30, 2023 | 98.05% |
| October 31, 2023 | 98.05% |
| September 30, 2023 | 98.05% |
| August 31, 2023 | 98.05% |
| July 31, 2023 | 98.05% |
| June 30, 2023 | 98.05% |
| May 31, 2023 | 98.05% |
| April 30, 2023 | 98.05% |
| March 31, 2023 | 98.05% |
| February 28, 2023 | 98.05% |
| January 31, 2023 | 98.05% |
| December 31, 2022 | 98.05% |
| November 30, 2022 | 98.05% |
| October 31, 2022 | 98.05% |
| September 30, 2022 | 98.05% |
| August 31, 2022 | 98.05% |
| July 31, 2022 | 98.05% |
| June 30, 2022 | 98.05% |
| May 31, 2022 | 98.05% |
| April 30, 2022 | 98.05% |
| March 31, 2022 | 98.05% |
| Date | Value |
|---|---|
| February 28, 2022 | 98.05% |
| January 31, 2022 | 98.05% |
| December 31, 2021 | 98.05% |
| November 30, 2021 | 98.05% |
| October 31, 2021 | 98.05% |
| September 30, 2021 | 98.05% |
| August 31, 2021 | 98.05% |
| July 31, 2021 | 98.05% |
| June 30, 2021 | 98.05% |
| May 31, 2021 | 98.05% |
| April 30, 2021 | 98.05% |
| March 31, 2021 | 98.05% |
| February 28, 2021 | 98.05% |
| January 31, 2021 | 98.05% |
| December 31, 2020 | 98.05% |
| November 30, 2020 | 98.05% |
| October 31, 2020 | 98.05% |
| September 30, 2020 | 98.05% |
| August 31, 2020 | 98.05% |
| July 31, 2020 | 98.05% |
| June 30, 2020 | 98.05% |
| May 31, 2020 | 98.05% |
| April 30, 2020 | 98.05% |
| March 31, 2020 | 98.05% |
| February 29, 2020 | 91.71% |
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
Apr 2019
98.05%
Maximum
Mar 2020
96.89%
Average
98.05%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Matador Resources Co | 96.50% |
| Diamondback Energy Inc | 88.72% |
| Ovintiv Inc | 96.82% |
| Southwestern Energy Co | 95.69% |
| Chesapeake Energy Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -32.46 |
| Beta (5Y) | 4.211 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 126.4% |
| Historical Sharpe Ratio (5Y) | 0.1781 |
| Historical Sortino (5Y) | 0.3942 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 31.54% |