Hess Corp (HES)
158.56
+1.79
(+1.14%)
USD |
NYSE |
May 02, 16:00
158.60
+0.04
(+0.03%)
Pre-Market: 20:00
Hess Max Drawdown (5Y): 60.12% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 60.12% |
March 31, 2024 | 60.12% |
February 29, 2024 | 60.12% |
January 31, 2024 | 60.12% |
December 31, 2023 | 60.12% |
November 30, 2023 | 60.12% |
October 31, 2023 | 60.12% |
September 30, 2023 | 60.89% |
August 31, 2023 | 60.89% |
July 31, 2023 | 60.89% |
June 30, 2023 | 60.89% |
May 31, 2023 | 60.89% |
April 30, 2023 | 60.89% |
March 31, 2023 | 60.89% |
February 28, 2023 | 60.89% |
January 31, 2023 | 60.89% |
December 31, 2022 | 60.89% |
November 30, 2022 | 60.89% |
October 31, 2022 | 60.89% |
September 30, 2022 | 60.89% |
August 31, 2022 | 60.89% |
July 31, 2022 | 60.89% |
June 30, 2022 | 60.89% |
May 31, 2022 | 60.89% |
April 30, 2022 | 60.89% |
Date | Value |
---|---|
March 31, 2022 | 60.89% |
February 28, 2022 | 60.89% |
January 31, 2022 | 60.89% |
December 31, 2021 | 60.89% |
November 30, 2021 | 60.89% |
October 31, 2021 | 60.89% |
September 30, 2021 | 60.89% |
August 31, 2021 | 60.89% |
July 31, 2021 | 60.89% |
June 30, 2021 | 60.89% |
May 31, 2021 | 60.89% |
April 30, 2021 | 60.89% |
March 31, 2021 | 60.89% |
February 28, 2021 | 60.89% |
January 31, 2021 | 60.89% |
December 31, 2020 | 60.89% |
November 30, 2020 | 61.51% |
October 31, 2020 | 65.20% |
September 30, 2020 | 65.20% |
August 31, 2020 | 65.20% |
July 31, 2020 | 65.20% |
June 30, 2020 | 65.20% |
May 31, 2020 | 65.20% |
April 30, 2020 | 65.20% |
March 31, 2020 | 65.20% |
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
60.12%
Minimum
Oct 2023
65.20%
Maximum
May 2019
62.10%
Average
60.89%
Median
Dec 2020
Max Drawdown (5Y) Benchmarks
Chevron Corp | 55.77% |
Exxon Mobil Corp | 61.33% |
SM Energy Co | 98.05% |
Archrock Inc | 87.09% |
Occidental Petroleum Corp | 88.01% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 5.627 |
Beta (5Y) | 1.243 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 45.75% |
Historical Sharpe Ratio (5Y) | 0.4258 |
Historical Sortino (5Y) | 0.6311 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 15.77% |