PBF Energy, Inc. (PBF)
69.51
-4.02
(-5.47%)
USD |
NYSE |
Aug 24, 16:00
68.51
-1.00
(-1.44%)
Pre-Market: 07:25
PBF Energy Max Drawdown (5Y) : 85.19% for July 31, 2026
Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| July 31, 2026 | 85.19% |
| June 30, 2026 | 85.19% |
| May 31, 2026 | 85.19% |
| April 30, 2026 | 85.19% |
| March 31, 2026 | 85.19% |
| February 28, 2026 | 85.19% |
| January 31, 2026 | 85.19% |
| December 31, 2025 | 86.90% |
| November 30, 2025 | 86.90% |
| October 31, 2025 | 89.99% |
| September 30, 2025 | 91.50% |
| August 31, 2025 | 91.50% |
| July 31, 2025 | 91.50% |
| June 30, 2025 | 91.50% |
| May 31, 2025 | 91.50% |
| April 30, 2025 | 91.50% |
| March 31, 2025 | 91.50% |
| February 28, 2025 | 91.50% |
| January 31, 2025 | 91.50% |
| December 31, 2024 | 91.50% |
| November 30, 2024 | 91.50% |
| October 31, 2024 | 91.50% |
| September 30, 2024 | 91.50% |
| August 31, 2024 | 91.50% |
| July 31, 2024 | 91.50% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 91.50% |
| August 31, 2022 | 91.50% |
| July 31, 2022 | 91.50% |
| June 30, 2022 | 91.50% |
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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Delek US Holdings, Inc. | 74.66% |
| Valero Energy Corp. | 42.92% |
| HF Sinclair Corp. | 61.94% |
| Marathon Petroleum Corp. | 44.75% |
| Phillips 66 | 44.36% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 49.85 |
| Beta (5Y) | 0.1036 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 65.51% |
| Historical Sharpe Ratio (5Y) | 0.7756 |
| Historical Sortino (5Y) | 1.729 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 22.83% |