Sunoco LP (SUN)
51.92
+1.01
(+1.98%)
USD |
NYSE |
Nov 04, 13:08
Sunoco Max Drawdown (5Y): 62.95% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 62.95% |
| September 30, 2024 | 62.95% |
| August 31, 2024 | 62.95% |
| July 31, 2024 | 62.95% |
| June 30, 2024 | 62.95% |
| May 31, 2024 | 62.95% |
| April 30, 2024 | 62.95% |
| March 31, 2024 | 62.95% |
| February 29, 2024 | 62.95% |
| January 31, 2024 | 62.95% |
| December 31, 2023 | 62.95% |
| November 30, 2023 | 62.95% |
| October 31, 2023 | 62.95% |
| September 30, 2023 | 62.95% |
| August 31, 2023 | 62.95% |
| July 31, 2023 | 62.95% |
| June 30, 2023 | 62.95% |
| May 31, 2023 | 62.95% |
| April 30, 2023 | 62.95% |
| March 31, 2023 | 62.95% |
| February 28, 2023 | 62.95% |
| January 31, 2023 | 62.95% |
| December 31, 2022 | 62.95% |
| November 30, 2022 | 62.95% |
| October 31, 2022 | 62.95% |
| Date | Value |
|---|---|
| September 30, 2022 | 62.95% |
| August 31, 2022 | 62.95% |
| July 31, 2022 | 62.95% |
| June 30, 2022 | 62.95% |
| May 31, 2022 | 62.95% |
| April 30, 2022 | 62.95% |
| March 31, 2022 | 62.95% |
| February 28, 2022 | 62.95% |
| January 31, 2022 | 62.95% |
| December 31, 2021 | 62.95% |
| November 30, 2021 | 62.95% |
| October 31, 2021 | 62.95% |
| September 30, 2021 | 62.95% |
| August 31, 2021 | 62.95% |
| July 31, 2021 | 62.95% |
| June 30, 2021 | 62.95% |
| May 31, 2021 | 62.95% |
| April 30, 2021 | 62.95% |
| March 31, 2021 | 62.95% |
| February 28, 2021 | 62.95% |
| January 31, 2021 | 62.95% |
| December 31, 2020 | 62.95% |
| November 30, 2020 | 62.95% |
| October 31, 2020 | 62.95% |
| September 30, 2020 | 62.95% |
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
57.02%
Minimum
Nov 2019
62.95%
Maximum
Mar 2020
62.55%
Average
62.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| World Kinect Corp | 60.74% |
| SM Energy Co | 98.05% |
| Global Partners LP | 70.23% |
| Energy Transfer LP | 81.50% |
| Hess Corp | 60.12% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -0.8441 |
| Beta (5Y) | 1.312 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 39.01% |
| Historical Sharpe Ratio (5Y) | 0.4125 |
| Historical Sortino (5Y) | 0.4846 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.61% |