Phillips 66 (PSX)
131.41
-0.04
(-0.03%)
USD |
NYSE |
Nov 21, 16:00
131.17
-0.24
(-0.18%)
After-Hours: 20:00
Phillips 66 Max Drawdown (5Y): 64.21% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 64.21% |
| September 30, 2024 | 64.21% |
| August 31, 2024 | 64.21% |
| July 31, 2024 | 64.21% |
| June 30, 2024 | 64.21% |
| May 31, 2024 | 64.21% |
| April 30, 2024 | 64.21% |
| March 31, 2024 | 64.21% |
| February 29, 2024 | 64.21% |
| January 31, 2024 | 64.21% |
| December 31, 2023 | 64.21% |
| November 30, 2023 | 64.21% |
| October 31, 2023 | 64.21% |
| September 30, 2023 | 64.21% |
| August 31, 2023 | 64.21% |
| July 31, 2023 | 64.21% |
| June 30, 2023 | 64.21% |
| May 31, 2023 | 64.21% |
| April 30, 2023 | 64.21% |
| March 31, 2023 | 64.21% |
| February 28, 2023 | 64.21% |
| January 31, 2023 | 64.21% |
| December 31, 2022 | 64.21% |
| November 30, 2022 | 64.21% |
| October 31, 2022 | 64.21% |
| Date | Value |
|---|---|
| September 30, 2022 | 64.21% |
| August 31, 2022 | 64.21% |
| July 31, 2022 | 64.21% |
| June 30, 2022 | 64.21% |
| May 31, 2022 | 64.21% |
| April 30, 2022 | 64.21% |
| March 31, 2022 | 64.21% |
| February 28, 2022 | 64.21% |
| January 31, 2022 | 64.21% |
| December 31, 2021 | 64.21% |
| November 30, 2021 | 64.21% |
| October 31, 2021 | 64.21% |
| September 30, 2021 | 64.21% |
| August 31, 2021 | 64.21% |
| July 31, 2021 | 64.21% |
| June 30, 2021 | 64.21% |
| May 31, 2021 | 64.21% |
| April 30, 2021 | 64.21% |
| March 31, 2021 | 64.21% |
| February 28, 2021 | 64.21% |
| January 31, 2021 | 64.21% |
| December 31, 2020 | 64.21% |
| November 30, 2020 | 64.21% |
| October 31, 2020 | 64.21% |
| September 30, 2020 | 64.21% |
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
35.39%
Minimum
Nov 2019
64.21%
Maximum
Mar 2020
62.32%
Average
64.21%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Valero Energy Corp | 71.86% |
| Marathon Petroleum Corp | 79.66% |
| Exxon Mobil Corp | 61.33% |
| PBF Energy Inc | 91.50% |
| ConocoPhillips | 70.66% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -14.40 |
| Beta (5Y) | 1.332 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 44.42% |
| Historical Sharpe Ratio (5Y) | 0.0628 |
| Historical Sortino (5Y) | 0.1003 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 16.97% |