Valero Energy Corp (VLO)

118.59 -0.34 (-0.29%) USD  |  NYSE  |  Dec 20, 16:00
118.59 0.00 (0.00%) Pre-Market: 20:00
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Valero Energy Max Drawdown (5Y): 71.86% 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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Marathon Petroleum Corp 79.66%
Phillips 66 64.21%
PBF Energy Inc 91.50%
ConocoPhillips 70.66%
HF Sinclair Corp 77.35%

Max Drawdown (5Y) Related Metrics

Alpha (5Y) -8.488
Beta (5Y) 1.397
Annualized Standard Deviation of Monthly Returns (5Y Lookback) 50.15%
Historical Sharpe Ratio (5Y) 0.2029
Historical Sortino (5Y) 0.3236
Monthly Value at Risk (VaR) 5% (5Y Lookback) 18.84%