Valero Energy Corp
Provider: Exchange
| Annualised Return | 17.58% |
| Realised Volatility | 39.38% |
| Downside Volatility | 21.64% |
| Max Drawdown | -77.58% |
| Winning months | 56.56% |
| Sharpe Ratio | 0.45 |
| Sortino Ratio | 0.81 |
| Calmar Ratio | 0.23 |
| Viking Ratio | 0.49 |
Monthly performance
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | YTD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 11.45% | 13.48% | 20.74% | 2.23% | -2.61% | 6.38% | 20.61% | 14.71% | 7.99% | 3.11% | 149.14% | ||
| 2025 | 9.38% | -1.71% | 1.03% | -12.1% | 12.04% | 4.23% | 2.98% | 10.71% | 12.01% | -0.41% | 4.9% | -7.9% | 36.97% |
| 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% | 1.28% | 9.68% | 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% | 10.78% | -14.42% | 2.88% | -0.07% | -3.88% | 20.56% | 11.62% | 10.24% | 64.93% |
| 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 | 6.1% | 6.24% | 12.08% | 8.9% | 6.42% | -1.02% | -9.27% | 2.44% | -1.94% | 4.84% | -7.41% | 7.57% | 37.91% |
| 2006 | 20.99% | -13.74% | 11.14% | 8.3% | -5.11% | 8.43% | 1.37% | -14.77% | -10.33% | 1.67% | 5.4% | -7.1% | -0.33% |
| 2005 | 14.6% | 37.1% | 2.85% | -6.47% | 0.29% | 15.29% | 4.64% | 28.8% | 6.16% | -6.92% | -8.5% | 7.28% | 128.45% |
| 2004 | 14.2% | 13.64% | -0.07% | 6.34% | 3.92% | 11.57% | 1.57% | -11.67% | 21.48% | 7.14% | 9.09% | -2.97% | 97.64% |
| 2003 | -6.9% | 13.73% | 6.08% | -11.19% | 2.3% | -3.12% | 0.19% | 8.53% | -2.87% | 11.58% | 1.22% | 7.52% | 26.78% |
| 2002 | 20.52% | -6.56% | 15.62% | -12.84% | -8.26% | -5.26% | -8.98% | -4.39% | -18.48% | 33.02% | -8.95% | 15.55% | -2.09% |
| 2001 | -7.09% | 6.31% | -3.14% | 35.66% | -8.3% | -16.58% | -4.02% | 17.84% | -15.42% | 7.12% | -6.67% | 8.91% | 3.4% |
| 2000 | 14.47% | 12.47% | 20.35% | -5.5% | 1.14% | 8.6% | -18.35% | 16.47% | 16.8% | -6.04% | -4.7% | 18.29% | 89.21% |
| 1999 | -11.47% | -6.23% | 41.63% | -10.3% | -9.75% | 6.85% | -0.29% | -0.22% | -9.41% | -4.54% | 13.41% | -4.22% | -4.96% |
| 1998 | 0.4% | 12.75% | -5.99% | -2.99% | 1.01% | 1.92% | -28.01% | -25.05% | 11.19% | 25.79% | -15.72% | 1.19% | -31.61% |
| 1997 | 17.9% | -6.28% | 15.48% | -3.44% | 2.16% | 1.4% | 18.62% | 14.17% | -1.5% | -8.19% | 4.42% | 0.2% | 63.57% |
| 1996 | 1.02% | -4.05% | 4.24% | 17.26% | -4.31% | -9.09% | -17.5% | 3.04% | 4.14% | 7.95% | 27.02% | -4.58% | 19.38% |
| 1995 | 3.71% | 2.9% | 2.8% | 17.69% | -1.16% | -4.71% | 14.82% | -1.05% | 4.37% | -1.05% | 10.13% | -5.32% | 48.78% |
| 1994 | 7.78% | -2.21% | -5.65% | 4.79% | -10.33% | -10.25% | 8.57% | 6.65% | 0.62% | 7.44% | -12.14% | -11.18% | -18.09% |
| 1993 | -1.74% | -1.67% | 2.27% | 2.22% | 6.46% | -9.74% | 9.6% | 6.77% | -3.9% | 2.57% | -9.95% | -6.63% | -5.88% |
| 1992 | -2.94% | 10.29% | 0.39% | -7.84% | 5.48% | -24.29% | 9.05% | -6.41% | 7.9% | -9.81% | -9.24% | 9.59% | -21.87% |
| 1991 | 15.91% | 10.56% | 19.1% | -0.14% | 4.83% | -7.18% | 5.93% | 6.81% | -4.9% | 16.37% | 2.67% | 3.03% | 96.43% |
| 1990 | -2.14% | 2.51% | -2.45% | -5.36% | 16.82% | -4.54% | -7.5% | 16.38% | 5.92% | 5.29% | 6% | -22.64% | 1.69% |