Phillips 66 (PSX)
103.50
+10.63
(+11.45%)
USD |
NYSE |
Apr 09, 16:00
104.99
+1.49
(+1.44%)
After-Hours: 20:00
Phillips 66 Max Drawdown (5Y): 61.38% for March 31, 2025
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Max Drawdown (5Y) Chart
Sep '18
Jan '19
May '19
285.00
270.00
255.00
240.00
Historical Data
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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Max Drawdown (5Y) Benchmarks
| ConocoPhillips | 61.72% |
| Valero Energy Corp | 67.68% |
| Marathon Petroleum Corp | 75.45% |
| Chevron Corp | 43.87% |
| Exxon Mobil Corp | 59.63% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 1.807 |
| Beta (5Y) | 1.175 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 37.15% |
| Historical Sharpe Ratio (5Y) | 0.5544 |
| Historical Sortino (5Y) | 1.083 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 14.82% |