Sunoco LP (SUN)

51.08 +0.01 (+0.02%) USD  |  NYSE  |  Dec 20, 16:00
51.05 -0.03 (-0.06%) Pre-Market: 20:00
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Sunoco Max Drawdown (5Y): 62.95% for Nov. 30, 2024

Max Drawdown (5Y) Chart

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Sep '18
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Historical Data

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Max Drawdown Definition

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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.

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Max Drawdown (5Y) Range, Past 5 Years

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Max Drawdown (5Y) Benchmarks

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Archrock Inc 84.86%
World Kinect Corp 61.36%
Energy Transfer LP 81.50%
Global Partners LP 70.23%
Williams Companies Inc 79.50%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) 2.329
Beta (5Y) 1.340
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 39.05%
Historical Sharpe Ratio (5Y) 0.5179
Historical Sortino (5Y) 0.613
Monthly Value at Risk (VaR) 5% (5Y Lookback) 10.61%