ONEOK Inc (OKE)
77.68
+0.60
(+0.78%)
USD |
NYSE |
Apr 17, 16:00
77.69
+0.01
(+0.01%)
Pre-Market: 20:00
ONEOK Max Drawdown (5Y): 80.17% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| March 31, 2024 | 80.17% |
| February 29, 2024 | 80.17% |
| January 31, 2024 | 80.17% |
| December 31, 2023 | 80.17% |
| November 30, 2023 | 80.17% |
| October 31, 2023 | 80.17% |
| September 30, 2023 | 80.17% |
| August 31, 2023 | 80.17% |
| July 31, 2023 | 80.17% |
| June 30, 2023 | 80.17% |
| May 31, 2023 | 80.17% |
| April 30, 2023 | 80.17% |
| March 31, 2023 | 80.17% |
| February 28, 2023 | 80.17% |
| January 31, 2023 | 80.17% |
| December 31, 2022 | 80.17% |
| November 30, 2022 | 80.17% |
| October 31, 2022 | 80.17% |
| September 30, 2022 | 80.17% |
| August 31, 2022 | 80.17% |
| July 31, 2022 | 80.17% |
| June 30, 2022 | 80.17% |
| May 31, 2022 | 80.17% |
| April 30, 2022 | 80.17% |
| March 31, 2022 | 80.17% |
| Date | Value |
|---|---|
| February 28, 2022 | 80.17% |
| January 31, 2022 | 80.17% |
| December 31, 2021 | 80.17% |
| November 30, 2021 | 80.17% |
| October 31, 2021 | 80.17% |
| September 30, 2021 | 80.17% |
| August 31, 2021 | 80.17% |
| July 31, 2021 | 80.17% |
| June 30, 2021 | 80.17% |
| May 31, 2021 | 80.17% |
| April 30, 2021 | 80.17% |
| March 31, 2021 | 80.17% |
| February 28, 2021 | 80.17% |
| January 31, 2021 | 80.17% |
| December 31, 2020 | 80.17% |
| November 30, 2020 | 80.17% |
| October 31, 2020 | 80.17% |
| September 30, 2020 | 80.17% |
| August 31, 2020 | 80.17% |
| July 31, 2020 | 80.17% |
| June 30, 2020 | 80.17% |
| May 31, 2020 | 80.17% |
| April 30, 2020 | 80.17% |
| March 31, 2020 | 80.17% |
| February 29, 2020 | 71.37% |
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
71.37%
Minimum
Apr 2019
80.17%
Maximum
Mar 2020
78.56%
Average
80.17%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Stabilis Solutions Inc | 97.92% |
| Antero Midstream Corp | 89.30% |
| Devon Energy Corp | 91.39% |
| Enterprise Products Partners LP | 58.03% |
| Williams Companies Inc | 79.50% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -13.19 |
| Beta (5Y) | 1.652 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 49.24% |
| Historical Sharpe Ratio (5Y) | 0.1701 |
| Historical Sortino (5Y) | 0.1638 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.11% |