Marathon Petroleum Corp (MPC)
199.65
+1.40
(+0.71%)
USD |
NYSE |
Apr 23, 16:00
200.38
+0.73
(+0.37%)
Pre-Market: 20:00
Marathon Petroleum Max Drawdown (5Y): 79.66% for March 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
March 31, 2024 | 79.66% |
February 29, 2024 | 79.66% |
January 31, 2024 | 79.66% |
December 31, 2023 | 79.66% |
November 30, 2023 | 79.66% |
October 31, 2023 | 79.66% |
September 30, 2023 | 79.66% |
August 31, 2023 | 79.66% |
July 31, 2023 | 79.66% |
June 30, 2023 | 79.66% |
May 31, 2023 | 79.66% |
April 30, 2023 | 79.66% |
March 31, 2023 | 79.66% |
February 28, 2023 | 79.66% |
January 31, 2023 | 79.66% |
December 31, 2022 | 79.66% |
November 30, 2022 | 79.66% |
October 31, 2022 | 79.66% |
September 30, 2022 | 79.66% |
August 31, 2022 | 79.66% |
July 31, 2022 | 79.66% |
June 30, 2022 | 79.66% |
May 31, 2022 | 79.66% |
April 30, 2022 | 79.66% |
March 31, 2022 | 79.66% |
Date | Value |
---|---|
February 28, 2022 | 79.66% |
January 31, 2022 | 79.66% |
December 31, 2021 | 79.66% |
November 30, 2021 | 79.66% |
October 31, 2021 | 79.66% |
September 30, 2021 | 79.66% |
August 31, 2021 | 79.66% |
July 31, 2021 | 79.66% |
June 30, 2021 | 79.66% |
May 31, 2021 | 79.66% |
April 30, 2021 | 79.66% |
March 31, 2021 | 79.66% |
February 28, 2021 | 79.66% |
January 31, 2021 | 79.66% |
December 31, 2020 | 79.66% |
November 30, 2020 | 79.66% |
October 31, 2020 | 79.66% |
September 30, 2020 | 79.66% |
August 31, 2020 | 79.66% |
July 31, 2020 | 79.66% |
June 30, 2020 | 79.66% |
May 31, 2020 | 79.66% |
April 30, 2020 | 79.66% |
March 31, 2020 | 79.66% |
February 29, 2020 | 48.21% |
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
48.21%
Minimum
Apr 2019
79.66%
Maximum
Mar 2020
73.89%
Average
79.66%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Valero Energy Corp | 71.86% |
Phillips 66 | 64.21% |
ConocoPhillips | 70.66% |
PBF Energy Inc | 91.50% |
Exxon Mobil Corp | 61.33% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 10.29 |
Beta (5Y) | 1.523 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.67% |
Historical Sharpe Ratio (5Y) | 0.5954 |
Historical Sortino (5Y) | 0.7058 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.21% |