Exxon Maximum Drawdown 
Exxon Mobil Corporation has current Maximum Drawdown of 5.32. Maximum Drawdown (or MDD) is another indicator of risk. It is the reduction in asset value after a series of losing trades. This is normally calculated by getting the difference between a relative peaks in equity capital minus a relative trough.
Exxon Mobil Corporation is rated below average in maximum drawdown category among related companies. It is rated below average in maximum drawdown category among related companies reporting about 1.00 of Maximum Drawdown per Maximum Drawdown.
The MDD is one of the most important risk measures. It measures the loss in any losing period and is usually defined as the percent retrenchment from an asset peak value to the valley value. Maximum drawdown encompasses both the period from the peak to the valley (length), and the time from the valley to a new high (recovery). It measures the largest percentage drawdown that has occurred in a given time period.
Exxon 
 =  5.32 

Maximum Drawdown Comparison
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Exxon Mobil Corporationration explores for and produces crude oil and natural gas in the United States CanadaSouth America Europe Africa Asia and AustraliaOceania. more
Name  Exxon Mobil Corporation 
Instrument  USA Stock 
Region  North America 
Exchange  New York Stock Exchange 
CIK Number  0000034088 
ISIN  US30231G1022 
CUSIP  30231G102,302290101 
Analyst Consensus  
Piotroski F Score  
Macroaxis Advice  
Bond Rating  AAAExceptional 
Currency  USD  US Dollar 
Technical Indicators
All Exxon Technical Indicators
Cycle Indicators  
Math Operators  
Math Transform  
Momentum Indicators  
Overlap Studies  
Pattern Recognition  
Price Transform  
Statistic Functions  
Volatility Indicators  
Volume Indicators 
Risk Adjusted Performance  0.1098  
Market Risk Adjusted Performance  (0.40)  
Mean Deviation  0.7243  
Semi Deviation  0.1687  
Downside Deviation  0.6085  
Coefficient Of Variation  542.48  
Standard Deviation  1.15  
Variance  1.32  
Information Ratio  0.23  
Jensen Alpha  0.1709  
Total Risk Alpha  0.3284  
Sortino Ratio  0.4345  
Treynor Ratio  (0.41)  
Maximum Drawdown  5.32  
Value At Risk  (0.79)  
Potential Upside  1.96  
Downside Variance  0.3703  
Semi Variance  0.0285  
Expected Short fall  (0.98)  
Skewness  2.55  
Kurtosis  8.19 