Suburban Propane Partners LP (SPH)
17.59
+0.50
(+2.93%)
USD |
NYSE |
Nov 15, 16:00
17.55
-0.04
(-0.23%)
Pre-Market: 20:00
Suburban Propane Partners Max Drawdown (5Y): 59.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
October 31, 2024 | 59.95% |
September 30, 2024 | 59.95% |
August 31, 2024 | 59.95% |
July 31, 2024 | 59.95% |
June 30, 2024 | 59.95% |
May 31, 2024 | 59.95% |
April 30, 2024 | 59.95% |
March 31, 2024 | 59.95% |
February 29, 2024 | 59.95% |
January 31, 2024 | 59.95% |
December 31, 2023 | 59.95% |
November 30, 2023 | 59.95% |
October 31, 2023 | 59.95% |
September 30, 2023 | 59.95% |
August 31, 2023 | 59.95% |
July 31, 2023 | 59.95% |
June 30, 2023 | 59.95% |
May 31, 2023 | 59.95% |
April 30, 2023 | 59.95% |
March 31, 2023 | 59.95% |
February 28, 2023 | 59.95% |
January 31, 2023 | 59.95% |
December 31, 2022 | 59.95% |
November 30, 2022 | 59.95% |
October 31, 2022 | 59.95% |
Date | Value |
---|---|
September 30, 2022 | 59.95% |
August 31, 2022 | 59.95% |
July 31, 2022 | 59.95% |
June 30, 2022 | 59.95% |
May 31, 2022 | 59.95% |
April 30, 2022 | 59.95% |
March 31, 2022 | 59.95% |
February 28, 2022 | 59.95% |
January 31, 2022 | 59.95% |
December 31, 2021 | 59.95% |
November 30, 2021 | 59.95% |
October 31, 2021 | 59.95% |
September 30, 2021 | 59.95% |
August 31, 2021 | 59.95% |
July 31, 2021 | 59.95% |
June 30, 2021 | 59.95% |
May 31, 2021 | 59.95% |
April 30, 2021 | 59.95% |
March 31, 2021 | 59.95% |
February 28, 2021 | 59.95% |
January 31, 2021 | 59.95% |
December 31, 2020 | 59.95% |
November 30, 2020 | 59.95% |
October 31, 2020 | 59.95% |
September 30, 2020 | 59.95% |
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
48.30%
Minimum
Nov 2019
59.95%
Maximum
Mar 2020
59.17%
Average
59.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -4.375 |
Beta (5Y) | 0.43 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 27.87% |
Historical Sharpe Ratio (5Y) | 0.0422 |
Historical Sortino (5Y) | 0.0497 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 9.52% |