Par Pacific Holdings Inc (PARR)
32.46
-0.23
(-0.70%)
USD |
NYSE |
Apr 25, 16:00
Par Pacific Holdings Max Drawdown (5Y): 78.32% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 78.32% |
July 31, 2020 | 78.32% |
June 30, 2020 | 78.32% |
May 31, 2020 | 78.32% |
April 30, 2020 | 78.32% |
March 31, 2020 | 78.32% |
February 29, 2020 | 55.76% |
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
Apr 2019
78.32%
Maximum
Mar 2020
74.18%
Average
78.32%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
PBF Energy Inc | 91.50% |
CVR Energy Inc | 80.24% |
NOV Inc | 83.24% |
Valero Energy Corp | 71.86% |
Aemetis Inc | 93.39% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -11.73 |
Beta (5Y) | 1.954 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 62.45% |
Historical Sharpe Ratio (5Y) | 0.2208 |
Historical Sortino (5Y) | 0.3435 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 20.57% |