MPLX LP (MPLX)

47.28 +1.14 (+2.47%) USD  |  NYSE  |  Dec 20, 16:00
47.74 +0.46 (+0.97%) After-Hours: 20:00
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MPLX Max Drawdown (5Y): 85.27% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
Jan '19
May '19
 
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270.00
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Archrock Inc 84.86%
Nine Energy Service Inc 99.03%
Kinder Morgan Inc 72.71%
Western Midstream Partners LP 93.65%
Baker Hughes Co 85.48%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 8.393
Beta (5Y) 1.426
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.91%
Historical Sharpe Ratio (5Y) 0.6876
Historical Sortino (5Y) 0.7445
Monthly Value at Risk (VaR) 5% (5Y Lookback) 11.02%