PBF Energy Inc (PBF)
32.16
+0.53
(+1.68%)
USD |
NYSE |
Nov 21, 16:00
32.16
0.00 (0.00%)
After-Hours: 17:18
PBF Energy Max Drawdown (5Y): 91.50% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 91.50% |
September 30, 2024 | 91.50% |
August 31, 2024 | 91.50% |
July 31, 2024 | 91.50% |
June 30, 2024 | 91.50% |
May 31, 2024 | 91.50% |
April 30, 2024 | 91.50% |
March 31, 2024 | 91.50% |
February 29, 2024 | 91.50% |
January 31, 2024 | 91.50% |
December 31, 2023 | 91.50% |
November 30, 2023 | 91.50% |
October 31, 2023 | 91.50% |
September 30, 2023 | 91.50% |
August 31, 2023 | 91.50% |
July 31, 2023 | 91.50% |
June 30, 2023 | 91.50% |
May 31, 2023 | 91.50% |
April 30, 2023 | 91.50% |
March 31, 2023 | 91.50% |
February 28, 2023 | 91.50% |
January 31, 2023 | 91.50% |
December 31, 2022 | 91.50% |
November 30, 2022 | 91.50% |
October 31, 2022 | 91.50% |
Date | Value |
---|---|
September 30, 2022 | 91.50% |
August 31, 2022 | 91.50% |
July 31, 2022 | 91.50% |
June 30, 2022 | 91.50% |
May 31, 2022 | 91.50% |
April 30, 2022 | 91.50% |
March 31, 2022 | 91.50% |
February 28, 2022 | 91.50% |
January 31, 2022 | 91.50% |
December 31, 2021 | 91.50% |
November 30, 2021 | 91.50% |
October 31, 2021 | 91.50% |
September 30, 2021 | 91.50% |
August 31, 2021 | 91.50% |
July 31, 2021 | 91.50% |
June 30, 2021 | 91.50% |
May 31, 2021 | 91.50% |
April 30, 2021 | 91.50% |
March 31, 2021 | 91.50% |
February 28, 2021 | 91.50% |
January 31, 2021 | 91.50% |
December 31, 2020 | 91.50% |
November 30, 2020 | 91.50% |
October 31, 2020 | 91.50% |
September 30, 2020 | 88.67% |
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
58.01%
Minimum
Nov 2019
91.50%
Maximum
Oct 2020
88.92%
Average
91.50%
Median
Oct 2020
Max Drawdown (5Y) Benchmarks
Valero Energy Corp | 71.86% |
Marathon Petroleum Corp | 79.66% |
Phillips 66 | 64.21% |
Delek US Holdings Inc | 84.15% |
Par Pacific Holdings Inc | 78.32% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -23.69 |
Beta (5Y) | 1.558 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 82.83% |
Historical Sharpe Ratio (5Y) | -0.0432 |
Historical Sortino (5Y) | -0.0721 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 32.04% |