Southwestern Energy Co (SWN)
7.71
+0.06
(+0.78%)
USD |
NYSE |
Apr 26, 16:00
7.72
+0.01
(+0.13%)
After-Hours: 20:00
Southwestern Energy Max Drawdown (5Y): 95.69% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 95.69% |
| February 29, 2024 | 95.69% |
| January 31, 2024 | 95.69% |
| December 31, 2023 | 95.69% |
| November 30, 2023 | 95.69% |
| October 31, 2023 | 95.69% |
| September 30, 2023 | 95.69% |
| August 31, 2023 | 95.69% |
| July 31, 2023 | 95.69% |
| June 30, 2023 | 95.69% |
| May 31, 2023 | 95.69% |
| April 30, 2023 | 95.69% |
| March 31, 2023 | 95.69% |
| February 28, 2023 | 95.69% |
| January 31, 2023 | 95.69% |
| December 31, 2022 | 95.69% |
| November 30, 2022 | 95.69% |
| October 31, 2022 | 95.69% |
| September 30, 2022 | 95.69% |
| August 31, 2022 | 95.69% |
| July 31, 2022 | 95.69% |
| June 30, 2022 | 95.69% |
| May 31, 2022 | 95.69% |
| April 30, 2022 | 95.69% |
| March 31, 2022 | 95.69% |
| Date | Value |
|---|---|
| February 28, 2022 | 95.69% |
| January 31, 2022 | 95.69% |
| December 31, 2021 | 95.69% |
| November 30, 2021 | 95.69% |
| October 31, 2021 | 95.69% |
| September 30, 2021 | 95.69% |
| August 31, 2021 | 95.69% |
| July 31, 2021 | 95.69% |
| June 30, 2021 | 95.69% |
| May 31, 2021 | 95.69% |
| April 30, 2021 | 95.69% |
| March 31, 2021 | 95.69% |
| February 28, 2021 | 95.69% |
| January 31, 2021 | 95.69% |
| December 31, 2020 | 95.69% |
| November 30, 2020 | 95.69% |
| October 31, 2020 | 95.69% |
| September 30, 2020 | 95.69% |
| August 31, 2020 | 95.69% |
| July 31, 2020 | 95.69% |
| June 30, 2020 | 95.69% |
| May 31, 2020 | 95.69% |
| April 30, 2020 | 95.69% |
| March 31, 2020 | 95.69% |
| February 29, 2020 | 95.67% |
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
93.36%
Minimum
Apr 2019
95.69%
Maximum
Mar 2020
95.56%
Average
95.69%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Chesapeake Energy Corp | -- |
| SM Energy Co | 98.05% |
| Coterra Energy Inc | 60.06% |
| Comstock Resources Inc | 96.47% |
| Devon Energy Corp | 91.39% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -6.526 |
| Beta (5Y) | 1.119 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 60.16% |
| Historical Sharpe Ratio (5Y) | 0.1343 |
| Historical Sortino (5Y) | 0.2676 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.59% |