MPLX LP (MPLX)
41.09
-0.50
(-1.20%)
USD |
NYSE |
May 02, 16:00
41.25
+0.16
(+0.39%)
After-Hours: 20:00
MPLX Max Drawdown (5Y): 84.60% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 84.60% |
March 31, 2024 | 84.60% |
February 29, 2024 | 84.60% |
January 31, 2024 | 84.60% |
December 31, 2023 | 84.60% |
November 30, 2023 | 84.60% |
October 31, 2023 | 84.60% |
September 30, 2023 | 84.60% |
August 31, 2023 | 84.60% |
July 31, 2023 | 84.60% |
June 30, 2023 | 84.60% |
May 31, 2023 | 84.60% |
April 30, 2023 | 84.60% |
March 31, 2023 | 84.60% |
February 28, 2023 | 84.60% |
January 31, 2023 | 84.60% |
December 31, 2022 | 84.60% |
November 30, 2022 | 84.60% |
October 31, 2022 | 84.60% |
September 30, 2022 | 84.60% |
August 31, 2022 | 84.60% |
July 31, 2022 | 84.60% |
June 30, 2022 | 84.60% |
May 31, 2022 | 84.60% |
April 30, 2022 | 84.60% |
Date | Value |
---|---|
March 31, 2022 | 84.60% |
February 28, 2022 | 84.60% |
January 31, 2022 | 84.60% |
December 31, 2021 | 84.60% |
November 30, 2021 | 84.60% |
October 31, 2021 | 84.60% |
September 30, 2021 | 84.60% |
August 31, 2021 | 84.60% |
July 31, 2021 | 84.60% |
June 30, 2021 | 84.60% |
May 31, 2021 | 84.60% |
April 30, 2021 | 84.60% |
March 31, 2021 | 84.60% |
February 28, 2021 | 84.60% |
January 31, 2021 | 84.60% |
December 31, 2020 | 84.60% |
November 30, 2020 | 84.60% |
October 31, 2020 | 84.60% |
September 30, 2020 | 84.60% |
August 31, 2020 | 84.60% |
July 31, 2020 | 84.60% |
June 30, 2020 | 84.60% |
May 31, 2020 | 84.60% |
April 30, 2020 | 84.60% |
March 31, 2020 | 84.60% |
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
79.03%
Minimum
May 2019
84.60%
Maximum
Mar 2020
83.67%
Average
84.60%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Kinder Morgan Inc | 71.82% |
Targa Resources Corp | 92.89% |
Western Midstream Partners LP | 93.47% |
Hess Midstream LP | 75.15% |
Baker Hughes Co | 84.99% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 0.0238 |
Beta (5Y) | 1.354 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.03% |
Historical Sharpe Ratio (5Y) | 0.3683 |
Historical Sortino (5Y) | 0.4381 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.40% |