Valero Energy Corp (VLO)
162.49
-4.79
(-2.86%)
USD |
NYSE |
Apr 18, 16:00
165.00
+2.51
(+1.54%)
Pre-Market: 05:30
Valero Energy Max Drawdown (5Y): 71.86% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 71.86% |
February 29, 2024 | 71.86% |
January 31, 2024 | 71.86% |
December 31, 2023 | 71.86% |
November 30, 2023 | 71.86% |
October 31, 2023 | 71.86% |
September 30, 2023 | 71.86% |
August 31, 2023 | 71.86% |
July 31, 2023 | 71.86% |
June 30, 2023 | 71.86% |
May 31, 2023 | 71.86% |
April 30, 2023 | 71.86% |
March 31, 2023 | 71.86% |
February 28, 2023 | 71.86% |
January 31, 2023 | 71.86% |
December 31, 2022 | 71.86% |
November 30, 2022 | 71.86% |
October 31, 2022 | 71.86% |
September 30, 2022 | 71.86% |
August 31, 2022 | 71.86% |
July 31, 2022 | 71.86% |
June 30, 2022 | 71.86% |
May 31, 2022 | 71.86% |
April 30, 2022 | 71.86% |
March 31, 2022 | 71.86% |
Date | Value |
---|---|
February 28, 2022 | 71.86% |
January 31, 2022 | 71.86% |
December 31, 2021 | 71.86% |
November 30, 2021 | 71.86% |
October 31, 2021 | 71.86% |
September 30, 2021 | 71.86% |
August 31, 2021 | 71.86% |
July 31, 2021 | 71.86% |
June 30, 2021 | 71.86% |
May 31, 2021 | 71.86% |
April 30, 2021 | 71.86% |
March 31, 2021 | 71.86% |
February 28, 2021 | 71.86% |
January 31, 2021 | 71.86% |
December 31, 2020 | 71.86% |
November 30, 2020 | 71.86% |
October 31, 2020 | 71.86% |
September 30, 2020 | 71.86% |
August 31, 2020 | 71.86% |
July 31, 2020 | 71.86% |
June 30, 2020 | 71.86% |
May 31, 2020 | 71.86% |
April 30, 2020 | 71.86% |
March 31, 2020 | 71.86% |
February 29, 2020 | 43.66% |
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
43.66%
Minimum
Apr 2019
71.86%
Maximum
Mar 2020
66.69%
Average
71.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Marathon Petroleum Corp | 79.66% |
Phillips 66 | 64.21% |
ConocoPhillips | 70.66% |
PBF Energy Inc | 91.50% |
Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -1.843 |
Beta (5Y) | 1.547 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.37% |
Historical Sharpe Ratio (5Y) | 0.3644 |
Historical Sortino (5Y) | 0.5781 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |