Diamondback Energy Inc (FANG)
204.38
+1.79
(+0.88%)
USD |
NASDAQ |
Apr 23, 16:00
204.38
0.00 (0.00%)
After-Hours: 16:04
Diamondback Energy Max Drawdown (5Y): 88.72% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 88.72% |
February 29, 2024 | 88.72% |
January 31, 2024 | 88.72% |
December 31, 2023 | 88.72% |
November 30, 2023 | 88.72% |
October 31, 2023 | 88.72% |
September 30, 2023 | 88.72% |
August 31, 2023 | 88.72% |
July 31, 2023 | 88.72% |
June 30, 2023 | 88.72% |
May 31, 2023 | 88.72% |
April 30, 2023 | 88.72% |
March 31, 2023 | 88.72% |
February 28, 2023 | 88.72% |
January 31, 2023 | 88.72% |
December 31, 2022 | 88.72% |
November 30, 2022 | 88.72% |
October 31, 2022 | 88.72% |
September 30, 2022 | 88.72% |
August 31, 2022 | 88.72% |
July 31, 2022 | 88.72% |
June 30, 2022 | 88.72% |
May 31, 2022 | 88.72% |
April 30, 2022 | 88.72% |
March 31, 2022 | 88.72% |
Date | Value |
---|---|
February 28, 2022 | 88.72% |
January 31, 2022 | 88.72% |
December 31, 2021 | 88.72% |
November 30, 2021 | 88.72% |
October 31, 2021 | 88.72% |
September 30, 2021 | 88.72% |
August 31, 2021 | 88.72% |
July 31, 2021 | 88.72% |
June 30, 2021 | 88.72% |
May 31, 2021 | 88.72% |
April 30, 2021 | 88.72% |
March 31, 2021 | 88.72% |
February 28, 2021 | 88.72% |
January 31, 2021 | 88.72% |
December 31, 2020 | 88.72% |
November 30, 2020 | 88.72% |
October 31, 2020 | 88.72% |
September 30, 2020 | 88.72% |
August 31, 2020 | 88.72% |
July 31, 2020 | 88.72% |
June 30, 2020 | 88.72% |
May 31, 2020 | 88.72% |
April 30, 2020 | 88.72% |
March 31, 2020 | 88.72% |
February 29, 2020 | 57.13% |
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
41.89%
Minimum
Oct 2019
88.72%
Maximum
Mar 2020
80.69%
Average
88.72%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Chevron Corp | 55.77% |
Occidental Petroleum Corp | 88.01% |
Exxon Mobil Corp | 61.33% |
Matador Resources Co | 96.50% |
EOG Resources Inc | 77.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -8.263 |
Beta (5Y) | 1.932 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.27% |
Historical Sharpe Ratio (5Y) | 0.268 |
Historical Sortino (5Y) | 0.3823 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.64% |