Global Partners LP (GLP)
51.85
+1.29
(+2.55%)
USD |
NYSE |
Nov 21, 16:00
51.92
+0.08
(+0.14%)
Pre-Market: 20:00
Global Partners Max Drawdown (5Y): 70.23% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 70.23% |
| September 30, 2024 | 70.23% |
| August 31, 2024 | 70.23% |
| July 31, 2024 | 70.23% |
| June 30, 2024 | 70.23% |
| May 31, 2024 | 70.23% |
| 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% |
| Date | Value |
|---|---|
| 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% |
| 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% |
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
Nov 2019
70.23%
Maximum
Mar 2020
70.13%
Average
70.23%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| World Kinect Corp | 61.36% |
| Sunoco LP | 62.95% |
| Central Energy Partners LP | -- |
| Exxon Mobil Corp | 61.33% |
| Barnwell Industries Inc | 89.74% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 10.13 |
| Beta (5Y) | 1.393 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.71% |
| Historical Sharpe Ratio (5Y) | 0.6288 |
| Historical Sortino (5Y) | 0.7623 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.55% |