PBF Energy Inc (PBF)
52.19
-1.08
(-2.03%)
USD |
NYSE |
May 01, 16:00
53.35
+1.16
(+2.22%)
Pre-Market: 07:48
PBF Energy Max Drawdown (5Y): 91.50% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 91.50% |
March 31, 2024 | 91.50% |
February 29, 2024 | 91.50% |
January 31, 2024 | 91.50% |
December 31, 2023 | 91.50% |
November 30, 2023 | 91.50% |
October 31, 2023 | 91.50% |
September 30, 2023 | 91.50% |
August 31, 2023 | 91.50% |
July 31, 2023 | 91.50% |
June 30, 2023 | 91.50% |
May 31, 2023 | 91.50% |
April 30, 2023 | 91.50% |
March 31, 2023 | 91.50% |
February 28, 2023 | 91.50% |
January 31, 2023 | 91.50% |
December 31, 2022 | 91.50% |
November 30, 2022 | 91.50% |
October 31, 2022 | 91.50% |
September 30, 2022 | 91.50% |
August 31, 2022 | 91.50% |
July 31, 2022 | 91.50% |
June 30, 2022 | 91.50% |
May 31, 2022 | 91.50% |
April 30, 2022 | 91.50% |
Date | Value |
---|---|
March 31, 2022 | 91.50% |
February 28, 2022 | 91.50% |
January 31, 2022 | 91.50% |
December 31, 2021 | 91.50% |
November 30, 2021 | 91.50% |
October 31, 2021 | 91.50% |
September 30, 2021 | 91.50% |
August 31, 2021 | 91.50% |
July 31, 2021 | 91.50% |
June 30, 2021 | 91.50% |
May 31, 2021 | 91.50% |
April 30, 2021 | 91.50% |
March 31, 2021 | 91.50% |
February 28, 2021 | 91.50% |
January 31, 2021 | 91.50% |
December 31, 2020 | 91.50% |
November 30, 2020 | 91.50% |
October 31, 2020 | 91.50% |
September 30, 2020 | 88.67% |
August 31, 2020 | 88.53% |
July 31, 2020 | 88.53% |
June 30, 2020 | 88.53% |
May 31, 2020 | 88.53% |
April 30, 2020 | 88.53% |
March 31, 2020 | 88.24% |
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
50.54%
Minimum
May 2019
91.50%
Maximum
Oct 2020
85.31%
Average
91.50%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Valero Energy Corp | 71.86% |
Marathon Petroleum Corp | 79.66% |
Phillips 66 | 64.21% |
CVR Energy Inc | 80.24% |
Delek US Holdings Inc | 84.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -10.06 |
Beta (5Y) | 1.734 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.85% |
Historical Sharpe Ratio (5Y) | 0.1119 |
Historical Sortino (5Y) | 0.1769 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.04% |