Woodside Energy Group Ltd (WDS)
15.98
+0.12
(+0.73%)
USD |
NYSE |
Nov 19, 16:00
16.06
+0.08
(+0.53%)
After-Hours: 19:11
Woodside Energy Group Max Drawdown (5Y): 66.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 66.03% |
| September 30, 2024 | 66.03% |
| August 31, 2024 | 66.03% |
| July 31, 2024 | 66.03% |
| June 30, 2024 | 66.03% |
| May 31, 2024 | 66.03% |
| April 30, 2024 | 66.03% |
| March 31, 2024 | 66.03% |
| February 29, 2024 | 66.03% |
| January 31, 2024 | 66.03% |
| December 31, 2023 | 66.03% |
| November 30, 2023 | 66.03% |
| October 31, 2023 | 66.03% |
| September 30, 2023 | 66.03% |
| August 31, 2023 | 66.03% |
| July 31, 2023 | 66.03% |
| June 30, 2023 | 66.03% |
| May 31, 2023 | 66.03% |
| April 30, 2023 | 66.03% |
| March 31, 2023 | 66.03% |
| February 28, 2023 | 66.03% |
| January 31, 2023 | 66.03% |
| December 31, 2022 | 66.03% |
| November 30, 2022 | 66.03% |
| October 31, 2022 | 66.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 66.03% |
| August 31, 2022 | 66.03% |
| July 31, 2022 | 66.03% |
| June 30, 2022 | 66.03% |
| May 31, 2022 | 66.03% |
| April 30, 2022 | 66.03% |
| March 31, 2022 | 66.03% |
| February 28, 2022 | 66.03% |
| January 31, 2022 | 66.03% |
| December 31, 2021 | 66.03% |
| November 30, 2021 | 66.03% |
| October 31, 2021 | 66.03% |
| September 30, 2021 | 66.03% |
| August 31, 2021 | 66.03% |
| July 31, 2021 | 66.03% |
| June 30, 2021 | 66.03% |
| May 31, 2021 | 66.03% |
| April 30, 2021 | 66.03% |
| March 31, 2021 | 66.03% |
| February 28, 2021 | 66.03% |
| January 31, 2021 | 66.03% |
| December 31, 2020 | 66.03% |
| November 30, 2020 | 66.03% |
| October 31, 2020 | 66.03% |
| September 30, 2020 | 66.03% |
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
57.25%
Minimum
Nov 2019
66.03%
Maximum
Mar 2020
65.45%
Average
66.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Santos Ltd | 74.74% |
| Beach Energy Ltd | 72.59% |
| Buru Energy Ltd | 90.69% |
| Bounty Oil & Gas NL | 96.25% |
| Tamboran Resources Corp | -- |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -16.95 |
| Beta (5Y) | 1.118 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.89% |
| Historical Sharpe Ratio (5Y) | -0.0632 |
| Historical Sortino (5Y) | -0.0906 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.29% |