Global Partners LP (GLP)
47.74
+0.08
(+0.17%)
USD |
NYSE |
May 03, 16:00
47.74
0.00 (0.00%)
After-Hours: 16:11
Global Partners Max Drawdown (5Y): 70.23% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 70.23% |
March 31, 2024 | 70.23% |
February 29, 2024 | 70.23% |
January 31, 2024 | 70.23% |
December 31, 2023 | 70.23% |
November 30, 2023 | 70.23% |
October 31, 2023 | 70.23% |
September 30, 2023 | 70.23% |
August 31, 2023 | 70.23% |
July 31, 2023 | 70.23% |
June 30, 2023 | 70.23% |
May 31, 2023 | 70.23% |
April 30, 2023 | 70.23% |
March 31, 2023 | 70.23% |
February 28, 2023 | 70.23% |
January 31, 2023 | 70.23% |
December 31, 2022 | 70.23% |
November 30, 2022 | 70.23% |
October 31, 2022 | 70.23% |
September 30, 2022 | 70.23% |
August 31, 2022 | 70.23% |
July 31, 2022 | 70.23% |
June 30, 2022 | 70.23% |
May 31, 2022 | 70.23% |
April 30, 2022 | 70.23% |
Date | Value |
---|---|
March 31, 2022 | 70.23% |
February 28, 2022 | 70.23% |
January 31, 2022 | 70.23% |
December 31, 2021 | 70.23% |
November 30, 2021 | 70.23% |
October 31, 2021 | 70.23% |
September 30, 2021 | 70.23% |
August 31, 2021 | 70.23% |
July 31, 2021 | 70.23% |
June 30, 2021 | 70.23% |
May 31, 2021 | 70.23% |
April 30, 2021 | 70.23% |
March 31, 2021 | 70.23% |
February 28, 2021 | 70.23% |
January 31, 2021 | 70.23% |
December 31, 2020 | 70.23% |
November 30, 2020 | 70.23% |
October 31, 2020 | 70.23% |
September 30, 2020 | 70.23% |
August 31, 2020 | 70.23% |
July 31, 2020 | 70.23% |
June 30, 2020 | 70.23% |
May 31, 2020 | 70.23% |
April 30, 2020 | 70.23% |
March 31, 2020 | 70.23% |
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
68.76%
Minimum
May 2019
70.23%
Maximum
Mar 2020
69.98%
Average
70.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Sunoco LP | 62.95% |
World Kinect Corp | 60.74% |
SM Energy Co | 98.05% |
Murphy USA Inc | 32.56% |
NGL Energy Partners LP | 91.98% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 14.71 |
Beta (5Y) | 1.333 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 43.90% |
Historical Sharpe Ratio (5Y) | 0.6735 |
Historical Sortino (5Y) | 0.7933 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |