Phillips 66 (PSX)
264.58
+0.35
(+0.13%)
USD |
NYSE |
Oct 02, 16:00
264.57
-0.01
(0.00%)
After-Hours: 20:00
Phillips 66 Max Drawdown (5Y) : 44.36% for Sept. 30, 2026
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| September 30, 2026 | 44.36% |
| August 31, 2026 | 44.36% |
| July 31, 2026 | 44.36% |
| June 30, 2026 | 44.36% |
| May 31, 2026 | 44.36% |
| April 30, 2026 | 44.36% |
| March 31, 2026 | 44.36% |
| February 28, 2026 | 44.36% |
| January 31, 2026 | 44.36% |
| December 31, 2025 | 44.36% |
| November 30, 2025 | 46.33% |
| October 31, 2025 | 59.23% |
| September 30, 2025 | 61.38% |
| August 31, 2025 | 61.38% |
| July 31, 2025 | 61.38% |
| June 30, 2025 | 61.38% |
| May 31, 2025 | 61.38% |
| April 30, 2025 | 61.38% |
| March 31, 2025 | 61.38% |
| February 28, 2025 | 64.21% |
| January 31, 2025 | 64.21% |
| December 31, 2024 | 64.21% |
| November 30, 2024 | 64.21% |
| October 31, 2024 | 64.21% |
| September 30, 2024 | 64.21% |
| Date | Value |
|---|---|
| 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% |
| September 30, 2022 | 64.21% |
| August 31, 2022 | 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
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Minimum
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Maximum
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Average
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Median
Max Drawdown (5Y) Benchmarks
| Chevron Corp. | 24.95% |
| Delek US Holdings, Inc. | 73.49% |
| Valero Energy Corp. | 41.19% |
| ExxonMobil Holdings Corp. | 20.51% |
| HF Sinclair Corp. | 60.46% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | 23.49 |
| Beta (5Y) | 0.7063 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 34.31% |
| Historical Sharpe Ratio (5Y) | 0.8906 |
| Historical Sortino (5Y) | 1.608 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 12.70% |