Hess Midstream LP (HESM)
34.75
+0.45
(+1.31%)
USD |
NYSE |
May 31, 16:00
34.76
+0.01
(+0.03%)
After-Hours: 20:00
Hess Midstream Max Drawdown (5Y): 75.15% for May 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
May 31, 2024 | 75.15% |
April 30, 2024 | 75.15% |
March 31, 2024 | 75.15% |
February 29, 2024 | 75.15% |
January 31, 2024 | 75.15% |
December 31, 2023 | 75.15% |
November 30, 2023 | 75.15% |
October 31, 2023 | 75.15% |
September 30, 2023 | 75.15% |
August 31, 2023 | 75.15% |
July 31, 2023 | 75.15% |
June 30, 2023 | 75.15% |
May 31, 2023 | 75.15% |
April 30, 2023 | 75.15% |
March 31, 2023 | 75.15% |
February 28, 2023 | 75.15% |
January 31, 2023 | 75.15% |
December 31, 2022 | 75.15% |
November 30, 2022 | 75.15% |
October 31, 2022 | 75.15% |
September 30, 2022 | 75.15% |
August 31, 2022 | 75.15% |
July 31, 2022 | 75.15% |
June 30, 2022 | 75.15% |
May 31, 2022 | 75.15% |
Date | Value |
---|---|
April 30, 2022 | 75.15% |
March 31, 2022 | 75.15% |
February 28, 2022 | 75.15% |
January 31, 2022 | 75.15% |
December 31, 2021 | 75.15% |
November 30, 2021 | 75.15% |
October 31, 2021 | 75.15% |
September 30, 2021 | 75.15% |
August 31, 2021 | 75.15% |
July 31, 2021 | 75.15% |
June 30, 2021 | 75.15% |
May 31, 2021 | 75.15% |
April 30, 2021 | 75.15% |
March 31, 2021 | 75.15% |
February 28, 2021 | 75.15% |
January 31, 2021 | 75.15% |
December 31, 2020 | 75.15% |
November 30, 2020 | 75.15% |
October 31, 2020 | 75.15% |
September 30, 2020 | 75.15% |
August 31, 2020 | 75.15% |
July 31, 2020 | 75.15% |
June 30, 2020 | 75.15% |
May 31, 2020 | 75.15% |
April 30, 2020 | 75.15% |
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
31.59%
Minimum
Jun 2019
75.15%
Maximum
Mar 2020
68.62%
Average
75.15%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Archrock Inc | 87.09% |
Kinder Morgan Inc | 71.82% |
Targa Resources Corp | 92.89% |
MPLX LP | 84.60% |
Western Midstream Partners LP | 93.47% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -0.5133 |
Beta (5Y) | 1.494 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.52% |
Historical Sharpe Ratio (5Y) | 0.4114 |
Historical Sortino (5Y) | 0.5104 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 13.48% |