Valero Energy Corp
Provider: Exchange
| Annualised Return | 10.25% |
| Realised Volatility | 39.39% |
| Downside Volatility | 23.32% |
| Max Drawdown | -77.58% |
| Winning months | 55.7% |
| Sharpe Ratio | 0.26 |
| Sortino Ratio | 0.44 |
| Calmar Ratio | 0.13 |
| Viking Ratio | 0.4 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.38% | -1.71% | 1.03% | -12.1% | 12.04% | 4.23% | 2.99% | 10.71% | 12.01% | -0.41% | 4.9% | 1% | 50.22% |
| 2024 | 7.66% | 1.84% | 20.66% | -6.34% | -1.03% | -0.24% | 3.16% | -8.66% | -7.97% | -3.9% | 8% | -11.86% | -2.96% |
| 2023 | 10.38% | -5.24% | 5.97% | -17.86% | -5.79% | 9.59% | 9.9% | 1.57% | 9.09% | -10.38% | -0.49% | 3.7% | 5.86% |
| 2022 | 10.46% | 1.8% | 21.59% | 9.79% | 17.2% | -17.99% | 4.22% | 6.66% | -8.77% | 17.5% | 7.17% | -5.06% | 74.95% |
| 2021 | -0.25% | 38.52% | -6.99% | 3.3% | 10.08% | -2.89% | -14.23% | 0.44% | 6.42% | 9.58% | -12.33% | 12.2% | 40.25% |
| 2020 | -9.97% | -20.5% | -31.53% | 39.66% | 6.85% | -11.73% | -4.4% | -4.81% | -17.63% | -10.87% | 41.76% | 5.21% | -35.69% |
| 2019 | 17.14% | -6.11% | 4.01% | 6.87% | -21.48% | 21.61% | -0.42% | -10.72% | 13.23% | 13.77% | -0.65% | -1.93% | 30.27% |
| 2018 | 4.42% | -4.92% | 2.6% | 19.58% | 10.02% | -8.56% | 6.79% | 0.3% | -3.5% | -19.92% | -11.44% | -6.17% | -15.73% |
| 2017 | -3.75% | 4.41% | -2.44% | -2.53% | -3.85% | 9.74% | 2.24% | -0.24% | 12.97% | 2.55% | 9.46% | 7.35% | 39.99% |
| 2016 | -4.02% | -10.61% | 6.76% | -8.22% | -6.08% | -6.76% | 2.51% | 7.06% | -4.25% | 11.77% | 4.89% | 10.98% | 0.66% |
| 2015 | 6.83% | 17.52% | 3.13% | -10.56% | 4.82% | 5.67% | 5.45% | -9.54% | 0.78% | 10.23% | 9.79% | -1.6% | 46.83% |
| 2014 | 1.39% | -5.62% | 10.67% | 7.66% | -1.51% | -10.62% | 1.4% | 7.14% | -14.54% | 8.26% | -2.41% | 1.83% | 0.25% |
| 2013 | 28.17% | 4.71% | -0.22% | -11.37% | 10.87% | -14.42% | 2.88% | -0.05% | -3.88% | 20.56% | 11.62% | 10.24% | 65.09% |
| 2012 | 13.97% | 2.7% | 5.23% | -4.15% | -13.97% | 14.46% | 13.87% | 14.36% | 1.34% | -8.14% | 11.52% | 5.77% | 66.21% |
| 2011 | 9.69% | 11.32% | 5.82% | -5.1% | -2.64% | -7.02% | -1.76% | -9.34% | -21.74% | 38.36% | -8.92% | -5.48% | -7.84% |
| 2010 | 9.97% | -4.62% | 12.44% | 5.53% | -9.93% | -3.75% | -5.51% | -6.9% | 11.03% | 2.51% | 8.8% | 18.69% | 39.52% |
| 2009 | 11.46% | -19.14% | -7.64% | 10.84% | 13.57% | -24.5% | 6.57% | 4.96% | 3.47% | -6.65% | -11.46% | 5.41% | -20.22% |
| 2008 | -15.66% | -1.98% | -14.99% | -0.53% | 4.39% | -19% | -18.87% | 4.52% | -12.83% | -32.08% | -10.11% | 17.93% | -68.55% |
| 2007 | 10.77% | 6.24% | 12.08% | 8.9% | 6.42% | -1.02% | -9.27% | 2.44% | -1.94% | 4.84% | -7.41% | 7.57% | 43.98% |