Par Pacific Holdings Inc (PARR)
17.38
+0.18
(+1.05%)
USD |
NYSE |
Nov 21, 16:00
17.38
0.00 (0.00%)
After-Hours: 20:00
Par Pacific Holdings Max Drawdown (5Y): 78.32% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 78.32% |
September 30, 2024 | 78.32% |
August 31, 2024 | 78.32% |
July 31, 2024 | 78.32% |
June 30, 2024 | 78.32% |
May 31, 2024 | 78.32% |
April 30, 2024 | 78.32% |
March 31, 2024 | 78.32% |
February 29, 2024 | 78.32% |
January 31, 2024 | 78.32% |
December 31, 2023 | 78.32% |
November 30, 2023 | 78.32% |
October 31, 2023 | 78.32% |
September 30, 2023 | 78.32% |
August 31, 2023 | 78.32% |
July 31, 2023 | 78.32% |
June 30, 2023 | 78.32% |
May 31, 2023 | 78.32% |
April 30, 2023 | 78.32% |
March 31, 2023 | 78.32% |
February 28, 2023 | 78.32% |
January 31, 2023 | 78.32% |
December 31, 2022 | 78.32% |
November 30, 2022 | 78.32% |
October 31, 2022 | 78.32% |
Date | Value |
---|---|
September 30, 2022 | 78.32% |
August 31, 2022 | 78.32% |
July 31, 2022 | 78.32% |
June 30, 2022 | 78.32% |
May 31, 2022 | 78.32% |
April 30, 2022 | 78.32% |
March 31, 2022 | 78.32% |
February 28, 2022 | 78.32% |
January 31, 2022 | 78.32% |
December 31, 2021 | 78.32% |
November 30, 2021 | 78.32% |
October 31, 2021 | 78.32% |
September 30, 2021 | 78.32% |
August 31, 2021 | 78.32% |
July 31, 2021 | 78.32% |
June 30, 2021 | 78.32% |
May 31, 2021 | 78.32% |
April 30, 2021 | 78.32% |
March 31, 2021 | 78.32% |
February 28, 2021 | 78.32% |
January 31, 2021 | 78.32% |
December 31, 2020 | 78.32% |
November 30, 2020 | 78.32% |
October 31, 2020 | 78.32% |
September 30, 2020 | 78.32% |
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
55.76%
Minimum
Nov 2019
78.32%
Maximum
Mar 2020
76.81%
Average
78.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Marathon Petroleum Corp | 79.66% |
PBF Energy Inc | 91.50% |
Valero Energy Corp | 71.86% |
Phillips 66 | 64.21% |
Delek US Holdings Inc | 84.15% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -35.42 |
Beta (5Y) | 1.990 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 64.26% |
Historical Sharpe Ratio (5Y) | -0.1514 |
Historical Sortino (5Y) | -0.2554 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 21.57% |