Sunoco LP (SUN)
55.91
+0.61
(+1.10%)
USD |
NYSE |
May 03, 16:00
55.90
-0.02
(-0.03%)
Pre-Market: 20:00
Sunoco Max Drawdown (5Y): 62.95% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
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% |
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% |
Date | Value |
---|---|
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% |
August 31, 2020 | 62.95% |
July 31, 2020 | 62.95% |
June 30, 2020 | 62.95% |
May 31, 2020 | 62.95% |
April 30, 2020 | 62.95% |
March 31, 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
May 2019
62.95%
Maximum
Mar 2020
61.96%
Average
62.95%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Global Partners LP | 70.23% |
Chevron Corp | 55.77% |
Hess Corp | 60.12% |
Helmerich & Payne Inc | 81.84% |
SM Energy Co | 98.05% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | 6.993 |
Beta (5Y) | 1.291 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 38.72% |
Historical Sharpe Ratio (5Y) | 0.5522 |
Historical Sortino (5Y) | 0.6331 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 10.48% |