HF Sinclair Corp (DINO)
56.95
+2.10
(+3.83%)
USD |
NYSE |
May 08, 16:00
56.88
-0.07
(-0.12%)
Pre-Market: 20:00
HF Sinclair Max Drawdown (5Y): 77.35% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 77.35% |
March 31, 2024 | 77.35% |
February 29, 2024 | 77.35% |
January 31, 2024 | 77.35% |
December 31, 2023 | 77.35% |
November 30, 2023 | 77.35% |
October 31, 2023 | 77.35% |
September 30, 2023 | 77.35% |
August 31, 2023 | 77.35% |
July 31, 2023 | 77.35% |
June 30, 2023 | 77.35% |
May 31, 2023 | 77.35% |
April 30, 2023 | 77.35% |
March 31, 2023 | 77.35% |
February 28, 2023 | 77.35% |
January 31, 2023 | 77.35% |
December 31, 2022 | 77.35% |
November 30, 2022 | 77.35% |
October 31, 2022 | 77.35% |
September 30, 2022 | 77.35% |
August 31, 2022 | 77.35% |
July 31, 2022 | 77.35% |
June 30, 2022 | 77.35% |
May 31, 2022 | 77.35% |
April 30, 2022 | 77.35% |
Date | Value |
---|---|
March 31, 2022 | 77.35% |
February 28, 2022 | 77.35% |
January 31, 2022 | 77.35% |
December 31, 2021 | 77.35% |
November 30, 2021 | 77.35% |
October 31, 2021 | 77.35% |
September 30, 2021 | 77.35% |
August 31, 2021 | 77.35% |
July 31, 2021 | 77.35% |
June 30, 2021 | 77.35% |
May 31, 2021 | 77.35% |
April 30, 2021 | 77.35% |
March 31, 2021 | 77.35% |
February 28, 2021 | 77.35% |
January 31, 2021 | 77.35% |
December 31, 2020 | 77.35% |
November 30, 2020 | 77.35% |
October 31, 2020 | 77.35% |
September 30, 2020 | 76.07% |
August 31, 2020 | 76.07% |
July 31, 2020 | 76.07% |
June 30, 2020 | 76.07% |
May 31, 2020 | 76.07% |
April 30, 2020 | 76.07% |
March 31, 2020 | 76.07% |
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
57.02%
Minimum
May 2019
77.35%
Maximum
Oct 2020
73.84%
Average
77.35%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Marathon Petroleum Corp | 79.66% |
Delek US Holdings Inc | 84.15% |
Valero Energy Corp | 71.86% |
Phillips 66 | 64.21% |
PBF Energy Inc | 91.50% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.05 |
Beta (5Y) | 1.314 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 48.93% |
Historical Sharpe Ratio (5Y) | 0.0734 |
Historical Sortino (5Y) | 0.1177 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.90% |