Murphy USA Inc (MUSA)

519.99 -5.70 (-1.08%) USD  |  NYSE  |  Dec 20, 16:00
520.85 +0.86 (+0.17%) After-Hours: 20:00
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Murphy USA Max Drawdown (5Y): 32.56% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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May '19
 
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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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ARKO Corp 61.90%
Burlington Stores Inc 68.87%
Charles & Colvard Ltd 96.72%
Weyco Group Inc 57.93%
LKQ Corp 68.02%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 23.87
Beta (5Y) 0.7778
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 27.52%
Historical Sharpe Ratio (5Y) 1.245
Historical Sortino (5Y) 3.025
Monthly Value at Risk (VaR) 5% (5Y Lookback) 7.96%