MPLX LP (MPLX)
48.38
+0.80
(+1.68%)
USD |
NYSE |
Nov 21, 12:03
MPLX Max Drawdown (5Y): 85.27% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 85.27% |
| September 30, 2024 | 85.27% |
| August 31, 2024 | 85.27% |
| July 31, 2024 | 85.27% |
| June 30, 2024 | 85.27% |
| May 31, 2024 | 85.27% |
| April 30, 2024 | 85.27% |
| March 31, 2024 | 85.27% |
| February 29, 2024 | 85.27% |
| January 31, 2024 | 85.27% |
| December 31, 2023 | 85.27% |
| November 30, 2023 | 85.27% |
| October 31, 2023 | 85.27% |
| September 30, 2023 | 85.27% |
| August 31, 2023 | 85.27% |
| July 31, 2023 | 85.27% |
| June 30, 2023 | 85.27% |
| May 31, 2023 | 85.27% |
| April 30, 2023 | 85.27% |
| March 31, 2023 | 85.27% |
| February 28, 2023 | 85.27% |
| January 31, 2023 | 85.27% |
| December 31, 2022 | 85.27% |
| November 30, 2022 | 85.27% |
| October 31, 2022 | 85.27% |
| Date | Value |
|---|---|
| September 30, 2022 | 85.27% |
| August 31, 2022 | 85.27% |
| July 31, 2022 | 85.27% |
| June 30, 2022 | 85.27% |
| May 31, 2022 | 85.27% |
| April 30, 2022 | 85.27% |
| March 31, 2022 | 85.27% |
| February 28, 2022 | 85.27% |
| January 31, 2022 | 85.27% |
| December 31, 2021 | 85.27% |
| November 30, 2021 | 85.27% |
| October 31, 2021 | 85.27% |
| September 30, 2021 | 85.27% |
| August 31, 2021 | 85.27% |
| July 31, 2021 | 85.27% |
| June 30, 2021 | 85.27% |
| May 31, 2021 | 85.27% |
| April 30, 2021 | 85.27% |
| March 31, 2021 | 85.27% |
| February 28, 2021 | 85.27% |
| January 31, 2021 | 85.27% |
| December 31, 2020 | 85.27% |
| November 30, 2020 | 85.27% |
| October 31, 2020 | 85.27% |
| September 30, 2020 | 85.27% |
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
79.03%
Minimum
Nov 2019
85.27%
Maximum
Mar 2020
84.85%
Average
85.27%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Core Laboratories Inc | 93.49% |
| VAALCO Energy Inc | 78.20% |
| Archrock Inc | 84.86% |
| SM Energy Co | 98.21% |
| PEDEVCO Corp | 90.58% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 3.237 |
| Beta (5Y) | 1.379 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.85% |
| Historical Sharpe Ratio (5Y) | 0.528 |
| Historical Sortino (5Y) | 0.5761 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 11.02% |