Marathon Petroleum Corp (MPC)

133.38 +1.73 (+1.31%) USD  |  NYSE  |  Dec 20, 16:00
133.35 -0.03 (-0.02%) After-Hours: 20:00
More

Marathon Petroleum Max Drawdown (5Y): 79.66% for Nov. 30, 2024

Max Drawdown (5Y) Chart

View Max Drawdown (5Y) for MPC.
Upgrade now.
Sep '18
Jan '19
May '19
 
285.00
270.00
255.00
240.00
View Max Drawdown (5Y) Chart
Start Trial

Historical Data

View Historical Data
Start Trial

Max Drawdown Definition

View Max Drawdown Definition
Start Trial

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.

Read full definition.

Max Drawdown (5Y) Range, Past 5 Years

View Max Drawdown (5Y) Range, Past 5 Years
Start Trial
--
Minimum
--
Maximum
--
Average
--
Median

Max Drawdown (5Y) Benchmarks

View Max Drawdown (5Y) Benchmarks
Start Trial
Valero Energy Corp 71.86%
Phillips 66 64.21%
Delek US Holdings Inc 84.15%
ConocoPhillips 70.66%
HF Sinclair Corp 77.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 3.845
Beta (5Y) 1.396
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 49.61%
Historical Sharpe Ratio (5Y) 0.4533
Historical Sortino (5Y) 0.5402
Monthly Value at Risk (VaR) 5% (5Y Lookback) 15.83%