Calumet, Inc. (CLMT)
56.31
+0.28
(+0.50%)
USD |
NASDAQ |
Oct 06, 12:34
Calumet Max Drawdown (5Y) : 61.87% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 61.87% |
| August 31, 2026 | 61.87% |
| July 31, 2026 | 61.87% |
| June 30, 2026 | 61.87% |
| May 31, 2026 | 61.87% |
| April 30, 2026 | 61.87% |
| March 31, 2026 | 61.87% |
| February 28, 2026 | 70.53% |
| January 31, 2026 | 76.55% |
| December 31, 2025 | 83.46% |
| November 30, 2025 | 84.77% |
| October 31, 2025 | 87.72% |
| September 30, 2025 | 88.90% |
| August 31, 2025 | 90.80% |
| July 31, 2025 | 90.80% |
| June 30, 2025 | 91.77% |
| May 31, 2025 | 91.77% |
| April 30, 2025 | 93.08% |
| March 31, 2025 | 96.33% |
| February 28, 2025 | 96.37% |
| January 31, 2025 | 96.37% |
| December 31, 2024 | 96.37% |
| November 30, 2024 | 96.37% |
| October 31, 2024 | 96.37% |
| September 30, 2024 | 96.37% |
| Date | Value |
|---|---|
| August 31, 2024 | 96.37% |
| July 31, 2024 | 96.37% |
| June 30, 2024 | 96.37% |
| May 31, 2024 | 96.37% |
| April 30, 2024 | 96.37% |
| March 31, 2024 | 96.37% |
| February 29, 2024 | 96.37% |
| January 31, 2024 | 96.37% |
| December 31, 2023 | 96.37% |
| November 30, 2023 | 96.37% |
| October 31, 2023 | 96.37% |
| September 30, 2023 | 96.37% |
| August 31, 2023 | 96.37% |
| July 31, 2023 | 96.37% |
| June 30, 2023 | 96.37% |
| May 31, 2023 | 96.37% |
| April 30, 2023 | 96.37% |
| March 31, 2023 | 96.37% |
| February 28, 2023 | 96.37% |
| January 31, 2023 | 96.37% |
| December 31, 2022 | 96.37% |
| November 30, 2022 | 96.37% |
| October 31, 2022 | 96.37% |
| September 30, 2022 | 96.37% |
| August 31, 2022 | 96.37% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| CVR Energy, Inc. | 59.00% |
| PBF Energy, Inc. | 77.55% |
| Delek US Holdings, Inc. | 73.49% |
| Valero Energy Corp. | 41.19% |
| HF Sinclair Corp. | 60.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 34.32 |
| Beta (5Y) | 0.7837 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 63.26% |
| Historical Sharpe Ratio (5Y) | 0.6665 |
| Historical Sortino (5Y) | 1.377 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 23.34% |