Helmerich & Payne Inc (HP)
41.23
-0.73
(-1.74%)
USD |
NYSE |
Apr 22, 16:00
41.26
+0.03
(+0.07%)
Pre-Market: 20:00
Helmerich & Payne Max Drawdown (5Y): 81.84% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 81.84% |
February 29, 2024 | 81.84% |
January 31, 2024 | 81.84% |
December 31, 2023 | 81.84% |
November 30, 2023 | 81.84% |
October 31, 2023 | 81.84% |
September 30, 2023 | 81.84% |
August 31, 2023 | 81.84% |
July 31, 2023 | 81.84% |
June 30, 2023 | 81.84% |
May 31, 2023 | 81.84% |
April 30, 2023 | 81.84% |
March 31, 2023 | 81.84% |
February 28, 2023 | 81.84% |
January 31, 2023 | 81.84% |
December 31, 2022 | 81.84% |
November 30, 2022 | 81.84% |
October 31, 2022 | 81.84% |
September 30, 2022 | 81.84% |
August 31, 2022 | 81.84% |
July 31, 2022 | 81.84% |
June 30, 2022 | 81.84% |
May 31, 2022 | 81.84% |
April 30, 2022 | 81.84% |
March 31, 2022 | 81.84% |
Date | Value |
---|---|
February 28, 2022 | 81.84% |
January 31, 2022 | 81.84% |
December 31, 2021 | 81.84% |
November 30, 2021 | 81.84% |
October 31, 2021 | 81.84% |
September 30, 2021 | 81.84% |
August 31, 2021 | 81.84% |
July 31, 2021 | 81.84% |
June 30, 2021 | 81.84% |
May 31, 2021 | 81.84% |
April 30, 2021 | 81.84% |
March 31, 2021 | 81.84% |
February 28, 2021 | 81.84% |
January 31, 2021 | 81.84% |
December 31, 2020 | 81.84% |
November 30, 2020 | 81.84% |
October 31, 2020 | 81.84% |
September 30, 2020 | 81.84% |
August 31, 2020 | 81.84% |
July 31, 2020 | 81.84% |
June 30, 2020 | 81.84% |
May 31, 2020 | 81.84% |
April 30, 2020 | 81.84% |
March 31, 2020 | 81.84% |
February 29, 2020 | 61.66% |
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
61.66%
Minimum
Apr 2019
81.84%
Maximum
Mar 2020
78.14%
Average
81.84%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Archrock Inc | 87.09% |
Patterson-UTI Energy Inc | 94.04% |
Seadrill Ltd | -- |
Schlumberger Ltd | 84.40% |
Baker Hughes Co | 84.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -22.25 |
Beta (5Y) | 1.517 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 59.36% |
Historical Sharpe Ratio (5Y) | -0.0413 |
Historical Sortino (5Y) | -0.0597 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.99% |