Valero Energy Corp (VLO)
156.84
-0.50
(-0.32%)
USD |
NYSE |
May 03, 16:00
157.59
+0.75
(+0.48%)
After-Hours: 20:00
Valero Energy Max Drawdown (5Y): 71.86% for April 30, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
Date | Value |
---|---|
April 30, 2024 | 71.86% |
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% |
Date | Value |
---|---|
March 31, 2022 | 71.86% |
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% |
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
May 2019
71.86%
Maximum
Mar 2020
67.16%
Average
71.86%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
Marathon Petroleum Corp | 79.66% |
Phillips 66 | 64.21% |
PBF Energy Inc | 91.50% |
ConocoPhillips | 70.66% |
EOG Resources Inc | 77.13% |
Max Drawdown (5Y) Related Metrics
Alpha (5Y) | -2.090 |
Beta (5Y) | 1.549 |
Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 50.44% |
Historical Sharpe Ratio (5Y) | 0.3007 |
Historical Sortino (5Y) | 0.474 |
Monthly Value at Risk (VaR) 5% (5Y Lookback) | 18.84% |